M. Yousuf. A fourth-order smoothing scheme for pricing barrier options under stochastic volatility. Int. J. Comput. Math., 86(6):1054-1067, 2009. [doi]
@article{Yousuf09-0, title = {A fourth-order smoothing scheme for pricing barrier options under stochastic volatility}, author = {M. Yousuf}, year = {2009}, doi = {10.1080/00207160802681653}, url = {http://dx.doi.org/10.1080/00207160802681653}, researchr = {https://researchr.org/publication/Yousuf09-0}, cites = {0}, citedby = {0}, journal = {Int. J. Comput. Math.}, volume = {86}, number = {6}, pages = {1054-1067}, }