American stochastic volatility call option pricing: a lattice based approach
From MaRDI portal
Publication:375256
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)
91G60: Numerical methods (including Monte Carlo methods)
91G20: Derivative securities (option pricing, hedging, etc.)
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