Desmond J. Higham. Black-Scholes for scientific computing students. Computing in Science and Engineering, 6(6):72-79, 2004. [doi]
@article{Higham04,
title = {Black-Scholes for scientific computing students},
author = {Desmond J. Higham},
year = {2004},
doi = {10.1109/mcse.2004.62},
url = {https://doi.org/10.1109/mcse.2004.62},
researchr = {https://researchr.org/publication/Higham04},
cites = {0},
citedby = {0},
journal = {Computing in Science and Engineering},
volume = {6},
number = {6},
pages = {72-79},
}