Original language | English |
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Pages (from-to) | 1101-1120 |
Journal | IMA Journal of Numerical Analysis |
Volume | 30 |
DOIs | |
Publication status | Published - 2010 |
On convergence of a fitted finite-volume method for the valuation of options on assets with stochastic volatilities
C.S. Huang, C.H. Hung, Song Wang
Research output: Contribution to journal › Article › peer-review
14
Citations
(Scopus)