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BibTeX record journals/jcam/MaYC22
@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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