Chen, W., & Wang, S. (2015). A finite difference method for pricing European and American options under a geometric Lévy process.
Chicago Style (17th ed.) CitationChen, W., and Song Wang. A Finite Difference Method for Pricing European and American Options Under a Geometric Lévy Process. 2015.
MLA (9th ed.) CitationChen, W., and Song Wang. A Finite Difference Method for Pricing European and American Options Under a Geometric Lévy Process. 2015.
Warning: These citations may not always be 100% accurate.