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Zhu, Song-Ping, Chen, Wen-Ting (2011) A predictor–corrector scheme based on the ADI method for pricing American puts with stochastic volatility. Computers & Mathematics with Applications, 62. 1-26 doi:10.1016/j.camwa.2011.03.101

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Reference TypeJournal (article/letter/editorial)
TitleA predictor–corrector scheme based on the ADI method for pricing American puts with stochastic volatility
JournalComputers & Mathematics with Applications
AuthorsZhu, Song-PingAuthor
Chen, Wen-TingAuthor
Year2011 (July)Volume62
PublisherElsevier BV
DOIdoi:10.1016/j.camwa.2011.03.101Search in ResearchGate
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Mindat Ref. ID6574568Long-form Identifiermindat:1:5:6574568:3
GUID0
Full ReferenceZhu, Song-Ping, Chen, Wen-Ting (2011) A predictor–corrector scheme based on the ADI method for pricing American puts with stochastic volatility. Computers & Mathematics with Applications, 62. 1-26 doi:10.1016/j.camwa.2011.03.101
Plain TextZhu, Song-Ping, Chen, Wen-Ting (2011) A predictor–corrector scheme based on the ADI method for pricing American puts with stochastic volatility. Computers & Mathematics with Applications, 62. 1-26 doi:10.1016/j.camwa.2011.03.101
In(n.d.) Computers & Mathematics with Applications Vol. 62. Elsevier BV

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