CTMC integral equation method for American options under stochastic local volatility models

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Publication:2246620

DOI10.1016/j.jedc.2021.104145zbMath1475.91401OpenAlexW3160939411MaRDI QIDQ2246620

Jingtang Ma, Wensheng Yang, Zhen-Yu Cui

Publication date: 16 November 2021

Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jedc.2021.104145




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