American stochastic volatility call option pricing: a lattice based approach (Q375256)

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American stochastic volatility call option pricing: a lattice based approach
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    title
    American stochastic volatility call option pricing: a lattice based approach (English)
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    DOI
    10.1007/BF01531598
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    author
    Thomas J. Finucane
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    Michael J. Tomas
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    publication date
    29 October 2013
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    zbMATH DE Number
    6220648
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    zbMATH Keywords
    options
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    numerical pricing
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