Zhou, Y., Liu, S., Li, S., & Ge, X. The Correction of Multiscale Stochastic Volatility to American Put Option: An Asymptotic Approximation and Finite Difference Approach. Wiley.
Chicago Style (17th ed.) CitationZhou, Yanli, Shican Liu, Shuang Li, and Xiangyu Ge. The Correction of Multiscale Stochastic Volatility to American Put Option: An Asymptotic Approximation and Finite Difference Approach. Wiley.
MLA (9th ed.) CitationZhou, Yanli, et al. The Correction of Multiscale Stochastic Volatility to American Put Option: An Asymptotic Approximation and Finite Difference Approach. Wiley.
Warning: These citations may not always be 100% accurate.