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Valuation of American put options under a modified 4/2 stochastic volatility model.

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Bibliographic Details
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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