求解CEV模型下美式看跌期权的有限差分法
王智宇, 李景诗, 朱本喜, 宋海明
Finite Difference Method for Solving AmericanPut Option under the CEV Model
WANG Zhiyu, LI Jingshi, ZHU Benxi, SONG Haiming
吉林大学学报(理学版) . 2014, (03): 489 -493 .