American stochastic volatility call option pricing: a lattice based approach

DOI10.1007/BF01531598zbMath1274.91411MaRDI QIDQ375256

Michael J. Tomas, Thomas J. Finucane

Publication date: 29 October 2013

Published in: Review of Derivatives Research (Search for Journal in Brave)

zbMATH Keywords

optionsnumerical pricing

Mathematics Subject Classification ID

Numerical methods (including Monte Carlo methods) (91G60) Derivative securities (option pricing, hedging, etc.) (91G20)

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Cites Work

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