BibTeX record journals/jcam/MaYC22

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@article{DBLP:journals/jcam/MaYC22,
  author       = {Jingtang Ma and
                  Wensheng Yang and
                  Zhenyu Cui},
  title        = {Convergence analysis for continuous-time Markov chain approximation
                  of stochastic local volatility models: Option pricing and Greeks},
  journal      = {J. Comput. Appl. Math.},
  volume       = {404},
  pages        = {113901},
  year         = {2022},
  url          = {https://doi.org/10.1016/j.cam.2021.113901},
  doi          = {10.1016/J.CAM.2021.113901},
  timestamp    = {Sat, 25 Dec 2021 15:51:19 +0100},
  biburl       = {https://dblp.org/rec/journals/jcam/MaYC22.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}
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