Author:
Chen Xiaoshan,Jin Zhuo,Song Qingshuo
Publisher
Springer International Publishing
Reference20 articles.
1. F. Aitsahlia, M. Goswami, and S. Guha. American option pricing under stochastic volatility: an efficient numerical approach. Computational Management Science, 2010.
2. E. Bayraktar, K. Kardaras, and H. Xing. Valuation equations for stochastic volatility models. SIAM Journal on Financial Mathematics, 3:351–373, 2012.
3. X. Chen, Q. Song, F. Yi, and G. Yin. Characterization of stochastic control with optimal stopping in a Sobolev space Automatica, 49:1654-1662, 2013.
4. C. Chiarella, B. Kang, G. H. Meyer, and A. Ziogas. The evaluation of American option prices under stochastic volatility and jump-diffusion dynamics using the method of lines. International Journal of Theoretical Applied Finance, 12: 393–425, 2009.
5. M. Crandall, H. Ishii, and P. Lions. User’s guide to viscosity solutions of second order partial differential equations. Bull. Amer. Math. Soc. (N.S.), 27(1):1–67, 1992.
Cited by
2 articles.
订阅此论文施引文献
订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献