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

options; numerical pricing

Mathematics Subject Classification ID

91G60: Numerical methods (including Monte Carlo methods)

91G20: Derivative securities (option pricing, hedging, etc.)

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