New Splitting Scheme for Pricing American Options Under the Heston Model
Safaei, Maryam, Neisy, Abodolsadeh, Nematollahi, NaderLanguage:
english
Journal:
Computational Economics
DOI:
10.1007/s10614-017-9686-4
Date:
April, 2017
File:
PDF, 1.03 MB
english, 2017