AN IMPLIED VOLATILITY MODEL DETERMINED BY CREDIT DEFAULT SWAPS (Q4902545): Difference between revisions

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+Interest rate models -- theory and practice. With smile, inflation and credit
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+A Theory of the Term Structure of Interest Rates
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+Multigrid for American option pricing with stochastic volatility
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+Pricing American Stock Options by Linear Programming
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+MEAN-REVERTING STOCHASTIC VOLATILITY
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+Operator splitting methods for pricing American options under stochastic volatility
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+Penalty methods for American options with stochastic volatility
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@@ Property / full work available at URL @@
+https://doi.org/10.1142/s0219024912500495
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+W2130816021
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+Publication:4902545