American Options Under Stochastic Volatility: Control Variates, Maturity Randomization & Multiscale Asymptotics
Agarwal, Ankush, Juneja, Sandeep, Sircar, RonnieYear:
2014
Language:
english
Journal:
SSRN Electronic Journal
DOI:
10.2139/ssrn.2520639
File:
PDF, 324 KB
english, 2014