1.
Osu BO, Olunkwa C. The Approximation Properties of the Numerical Scheme of the Black-Schole Equation with Volatile Portfolio Risk Measure. WSR [Internet]. 2016 Dec. 12 [cited 2024 May 3];3(1):23-31. Available from: http://www.asianonlinejournals.com/index.php/WSR/article/view/750