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 journalArticlepeer-review

    14 Citations (Scopus)
    Original languageEnglish
    Pages (from-to)1101-1120
    JournalIMA Journal of Numerical Analysis
    Volume30
    DOIs
    Publication statusPublished - 2010

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