"American option pricing under stochastic volatility: an empirical evaluation."

Farid AitSahlia, Manisha Goswami, Suchandan Guha (2010)

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DOI: 10.1007/S10287-008-0083-2

access: closed

type: Journal Article

metadata version: 2023-09-30

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Farid AitSahlia, Manisha Goswami, Suchandan Guha:
American option pricing under stochastic volatility: an empirical evaluation. Comput. Manag. Sci. 7(2): 189-206 (2010)

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