N. Thakoor, Desire Yannick Tangman, Muddun Bhuruth. A new fourth-order numerical scheme for option pricing under the CEV model. Appl. Math. Lett., 26(1):160-164, 2013. [doi]
@article{ThakoorTB13,
title = {A new fourth-order numerical scheme for option pricing under the CEV model},
author = {N. Thakoor and Desire Yannick Tangman and Muddun Bhuruth},
year = {2013},
doi = {10.1016/j.aml.2012.08.002},
url = {http://dx.doi.org/10.1016/j.aml.2012.08.002},
researchr = {https://researchr.org/publication/ThakoorTB13},
cites = {0},
citedby = {0},
journal = {Appl. Math. Lett.},
volume = {26},
number = {1},
pages = {160-164},
}