2024-03-28T08:48:43Z
https://oai.zbmath.org/v1/
oai:zbmath.org:7309591
2021-02-11T16:57:19Z
60
65
91
Lee, Jung-Kyung
2021
7309591
English
Elsevier (North-Holland), Amsterdam
https://zbmath.org/07309591
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J. Comput. Appl. Math. 389, Article ID 113311, 16 p. (2021).
91G60; 65N06; 91G20; 60G40
An efficient numerical method for pricing American put options under the CEV model
j