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Ma, Qinghua; Xu, Zuoliang; Wang, Liping Recovery of the local volatility function using regularization and a gradient projection method. (English) Zbl 1305.91241 J. Ind. Manag. Optim. 11, No. 2, 421-437 (2015). MSC: 91G60 91G20 65J15 65J20 PDF BibTeX XML Cite \textit{Q. Ma} et al., J. Ind. Manag. Optim. 11, No. 2, 421--437 (2015; Zbl 1305.91241) Full Text: DOI
Wang, Liping; Xu, Zuoliang; Ma, Qinghua; Qiao, Haiying Two kinds of finite difference schemes of pricing for American put options. (Chinese. English summary) Zbl 1289.91192 Math. Pract. Theory 42, No. 24, 33-38 (2012). MSC: 91G60 91G20 65C30 65M06 PDF BibTeX XML Cite \textit{L. Wang} et al., Math. Pract. Theory 42, No. 24, 33--38 (2012; Zbl 1289.91192)