%0 Journal Article %1 journals/cma/ZhuC11 %A Zhu, Song-Ping %A Chen, Wen-Ting %D 2011 %J Computers & Mathematics with Applications %K dblp %N 1 %P 1-26 %T A predictor-corrector scheme based on the ADI method for pricing American puts with stochastic volatility. %U http://dblp.uni-trier.de/db/journals/cma/cma62.html#ZhuC11 %V 62

@article{journals/cma/ZhuC11, added-at = {2011-06-27T00:00:00.000+0200}, author = {Zhu, Song-Ping and Chen, Wen-Ting}, biburl = {https://puma.ub.uni-stuttgart.de/bibtex/28b4c559f52c4bc53a3e2ef80d14f85a7/dblp}, ee = {http://dx.doi.org/10.1016/j.camwa.2011.03.101}, interhash = {e3395ec5cf332752bcf2c951d85f5c34}, intrahash = {8b4c559f52c4bc53a3e2ef80d14f85a7}, journal = {Computers & Mathematics with Applications}, keywords = {dblp}, number = 1, pages = {1-26}, timestamp = {2016-02-02T06:56:04.000+0100}, title = {A predictor-corrector scheme based on the ADI method for pricing American puts with stochastic volatility.}, url = {http://dblp.uni-trier.de/db/journals/cma/cma62.html#ZhuC11}, volume = 62, year = 2011 }