American option pricing under double Heston stochastic volatility model: simulation and strong convergence analysis (Q5107393): Difference between revisions
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Revision as of 18:50, 5 March 2024
scientific article; zbMATH DE number 7193782
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | American option pricing under double Heston stochastic volatility model: simulation and strong convergence analysis |
scientific article; zbMATH DE number 7193782 |
Statements
American option pricing under double Heston stochastic volatility model: simulation and strong convergence analysis (English)
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27 April 2020
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double Heston model
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American option
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strong convergence
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non-Lipschitz diffusion
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