Grossinho, M. d. R., Kord, Y. F., & Ševčovič, D. (2018). Pricing american call option by the Black-Scholes equation with a nonlinear volatility function.
Chicago Style (17th ed.) CitationGrossinho, Maria do Rosário, Yaser Faghan Kord, and Daniel Ševčovič. Pricing American Call Option by the Black-Scholes Equation with a Nonlinear Volatility Function. 2018.
MLA (8th ed.) CitationGrossinho, Maria do Rosário, et al. Pricing American Call Option by the Black-Scholes Equation with a Nonlinear Volatility Function. 2018.
Warning: These citations may not always be 100% accurate.