Valuation of American put options under a modified 4/2 stochastic volatility model.
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| Title: | Valuation of American put options under a modified 4/2 stochastic volatility model. |
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| Authors: | Cao, Jiling1, jiling.cao@aut.ac.nz, Kim, Jeong-Hoon1,2, jhkim96@yonsei.ac.kr, Liu, Wenqiang1, wenqiang.liu@autuni.ac.nz, Zhang, Wenjun1, wenjun.zhang@aut.ac.nz |
| Source: | Journal of Computational & Applied Mathematics; Apr2026, Vol. 476, pN.PAG-N.PAG, 1p |
| Database: | Applied Science & Technology Source |
| ISSN: | 03770427 |
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| DOI: | 10.1016/j.cam.2025.117101 |
