Zhu, S. & Chen, W. (2011). A spectral-collocation method for pricing perpetual American puts with stochastic volatility. Applied Mathematics and Computation, 217 (22), 9033-9040.
Zhu, S. & Chen, W. (2011). A spectral-collocation method for pricing perpetual American puts with stochastic volatility. Applied Mathematics and Computation, 217 (22), 9033-9040.