Finite difference methods for option pricing (English Wikipedia)

Analysis of information sources in references of the Wikipedia article "Finite difference methods for option pricing" in English language version.

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Hull, John C. (2002). Options, Futures and Other Derivatives (5th ed.). Prentice Hall. ISBN 978-0-13-009056-0.
Wilmott, P.; Howison, S.; Dewynne, J. (1995). The Mathematics of Financial Derivatives: A Student Introduction. Cambridge University Press. ISBN 978-0-521-49789-3.

doi.org

Schwartz, E. (January 1977). "The Valuation of Warrants: Implementing a New Approach". Journal of Financial Economics. 4: 79–94. doi:10.1016/0304-405X(77)90037-X.
Brennan, M.; Schwartz, E. (September 1978). "Finite Difference Methods and Jump Processes Arising in the Pricing of Contingent Claims: A Synthesis". Journal of Financial and Quantitative Analysis. 13 (3): 461–474. doi:10.2307/2330152. JSTOR 2330152. S2CID 250121477.
Rubinstein, M. (2000). "On the Relation Between Binomial and Trinomial Option Pricing Models". Journal of Derivatives. 8 (2): 47–50. CiteSeerX 10.1.1.43.5394. doi:10.3905/jod.2000.319149. S2CID 11743572. Archived from the original on June 22, 2007.

goddardconsulting.ca

Phil Goddard (N.D.). Option Pricing – Finite Difference Methods

in-the-money.com

Rubinstein, M. (2000). "On the Relation Between Binomial and Trinomial Option Pricing Models". Journal of Derivatives. 8 (2): 47–50. CiteSeerX 10.1.1.43.5394. doi:10.3905/jod.2000.319149. S2CID 11743572. Archived from the original on June 22, 2007.

jstor.org

Brennan, M.; Schwartz, E. (September 1978). "Finite Difference Methods and Jump Processes Arising in the Pricing of Contingent Claims: A Synthesis". Journal of Financial and Quantitative Analysis. 13 (3): 461–474. doi:10.2307/2330152. JSTOR 2330152. S2CID 250121477.

psu.edu

citeseerx.ist.psu.edu

Rubinstein, M. (2000). "On the Relation Between Binomial and Trinomial Option Pricing Models". Journal of Derivatives. 8 (2): 47–50. CiteSeerX 10.1.1.43.5394. doi:10.3905/jod.2000.319149. S2CID 11743572. Archived from the original on June 22, 2007.

repec.org

ideas.repec.org

Schwartz, E. (January 1977). "The Valuation of Warrants: Implementing a New Approach". Journal of Financial Economics. 4: 79–94. doi:10.1016/0304-405X(77)90037-X.

semanticscholar.org

api.semanticscholar.org

Brennan, M.; Schwartz, E. (September 1978). "Finite Difference Methods and Jump Processes Arising in the Pricing of Contingent Claims: A Synthesis". Journal of Financial and Quantitative Analysis. 13 (3): 461–474. doi:10.2307/2330152. JSTOR 2330152. S2CID 250121477.
Rubinstein, M. (2000). "On the Relation Between Binomial and Trinomial Option Pricing Models". Journal of Derivatives. 8 (2): 47–50. CiteSeerX 10.1.1.43.5394. doi:10.3905/jod.2000.319149. S2CID 11743572. Archived from the original on June 22, 2007.

web.archive.org

Rubinstein, M. (2000). "On the Relation Between Binomial and Trinomial Option Pricing Models". Journal of Derivatives. 8 (2): 47–50. CiteSeerX 10.1.1.43.5394. doi:10.3905/jod.2000.319149. S2CID 11743572. Archived from the original on June 22, 2007.