Pricing Options with Stochastic Volatilities by Local Differential Quadrature Method
Resource
Computer Modeling in Engineering and Sciences,46(2),129-150.
Journal
Computer Modeling in Engineering and Sciences
Journal Volume
46
Journal Issue
2
Pages
129-150
Date Issued
2009
Date
2009
Author(s)
Young, D.L.
Sun, C.P.
Shen, L.H.
Type
journal article