An Analytical Approach to Pricing American Options under Stochastic Volatility

An Analytical Approach to Pricing American Options under Stochastic Volatility

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Bibliographic Details
Main Authors: ZHANG, Zhe (Joe), LIM, Kian Guan
Format: text
Language:English
Published: Institutional Knowledge at Singapore Management University 1999
Subjects:
Finance and Financial Management
Portfolio and Security Analysis
Online Access:https://ink.library.smu.edu.sg/lkcsb_research/1135
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Institution: Singapore Management University
Language: English

Internet

https://ink.library.smu.edu.sg/lkcsb_research/1135

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