American Options Under Stochastic Volatility: Control...

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American Options Under Stochastic Volatility: Control Variates, Maturity Randomization & Multiscale Asymptotics

Agarwal, Ankush, Juneja, Sandeep, Sircar, Ronnie
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Year:
2014
Language:
english
Journal:
SSRN Electronic Journal
DOI:
10.2139/ssrn.2520639
File:
PDF, 324 KB
english, 2014
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