<![CDATA[Communications in Mathematical Finance :: Volume 5, Issue 1 ]]>http://www.scienpress.comen-ushttp://www.scienpress.com/images/sitelogo.pngScienpress.comhttp://www.scienpress.comInternational Scientific Press23452<![CDATA[Ka -Shifting, Rannacher Time Stepping and Mesh Grading in Crank-Nicolson FDM for Black-Scholes Option Pricing]]>http://www.scienpress.com/journal_focus.asp?Main_Id=70&Sub_id=IV&Issue=1775<![CDATA[The Black-Scholes Equation with Variable Volatility Through the Adomian Decomposition Method]]>http://www.scienpress.com/journal_focus.asp?Main_Id=70&Sub_id=IV&Issue=1778<![CDATA[Valuation of Discrete Vanilla Options Using a Recursive Algorithm in a Trinomial Tree Setting]]>http://www.scienpress.com/journal_focus.asp?Main_Id=70&Sub_id=IV&Issue=1780<![CDATA[Option Pricing: Five Notes]]>http://www.scienpress.com/journal_focus.asp?Main_Id=70&Sub_id=IV&Issue=1793