Zhu, S. & Chen, W. (2011). A predictor-corrector scheme based on ADI method for pricing American puts with stochastic volatility. Computers and Mathematics with Applications, 62 (1), 1-26.
Zhu, S. & Chen, W. (2011). A predictor-corrector scheme based on ADI method for pricing American puts with stochastic volatility. Computers and Mathematics with Applications, 62 (1), 1-26.