Information Journal Paper
APA:
CopyWONG, H.Y., & ZHAO, J.. (2008). AN ARTIFICIAL BOUNDARY METHOD FOR AMERICAN OPTION PRICING UNDER THE CEV MODEL. SIAM JOURNAL ON NUMERICAL ANALYSIS, 46(-), 2183-2209. SID. https://sid.ir/paper/641088/en
Vancouver:
CopyWONG H.Y., ZHAO J.. AN ARTIFICIAL BOUNDARY METHOD FOR AMERICAN OPTION PRICING UNDER THE CEV MODEL. SIAM JOURNAL ON NUMERICAL ANALYSIS[Internet]. 2008;46(-):2183-2209. Available from: https://sid.ir/paper/641088/en
IEEE:
CopyH.Y. WONG, and J. ZHAO, “AN ARTIFICIAL BOUNDARY METHOD FOR AMERICAN OPTION PRICING UNDER THE CEV MODEL,” SIAM JOURNAL ON NUMERICAL ANALYSIS, vol. 46, no. -, pp. 2183–2209, 2008, [Online]. Available: https://sid.ir/paper/641088/en