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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.
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
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Header DbId: aci
DbLabel: Applied Science & Technology Source
An: 189385541
AccessLevel: 2
PubType: Academic Journal
PubTypeId: academicJournal
PreciseRelevancyScore: 0
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  Data: Valuation of American put options under a modified 4/2 stochastic volatility model.
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  Data: <searchLink fieldCode="AU" term="%22Cao%2C+Jiling%22">Cao, Jiling</searchLink><relatesTo>1</relatesTo>, <i>jiling.cao@aut.ac.nz</i><br /><searchLink fieldCode="AU" term="%22Kim%2C+Jeong-Hoon%22">Kim, Jeong-Hoon</searchLink><relatesTo>1,2</relatesTo>, <i>jhkim96@yonsei.ac.kr</i><br /><searchLink fieldCode="AU" term="%22Liu%2C+Wenqiang%22">Liu, Wenqiang</searchLink><relatesTo>1</relatesTo>, <i>wenqiang.liu@autuni.ac.nz</i><br /><searchLink fieldCode="AU" term="%22Zhang%2C+Wenjun%22">Zhang, Wenjun</searchLink><relatesTo>1</relatesTo>, <i>wenjun.zhang@aut.ac.nz</i>
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  Data: <searchLink fieldCode="JN" term="%22Journal+of+Computational+%26+Applied+Mathematics%22">Journal of Computational & Applied Mathematics</searchLink>; Apr2026, Vol. 476, pN.PAG-N.PAG, 1p
PLink https://search.ebscohost.com/login.aspx?direct=true&site=eds-live&db=aci&AN=189385541
RecordInfo BibRecord:
  BibEntity:
    Identifiers:
      – Type: doi
        Value: 10.1016/j.cam.2025.117101
    Languages:
      – Code: eng
        Text: English
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        PageCount: 1
        StartPage: N.PAG
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      – TitleFull: Valuation of American put options under a modified 4/2 stochastic volatility model.
        Type: main
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            NameFull: Cao, Jiling
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            NameFull: Kim, Jeong-Hoon
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            NameFull: Liu, Wenqiang
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            – D: 01
              M: 04
              Text: Apr2026
              Type: published
              Y: 2026
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            – Type: issn-print
              Value: 03770427
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            – Type: volume
              Value: 476
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            – TitleFull: Journal of Computational & Applied Mathematics
              Type: main
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