American options under stochastic volatility: control variates, maturity randomization & multiscale asymptotics
Agarwal, Ankush, Juneja, Sandeep, Sircar, RonnieLanguage:
english
Journal:
Quantitative Finance
DOI:
10.1080/14697688.2015.1068443
Date:
August, 2015
File:
PDF, 241 KB
english, 2015