An Analytical Approach to Pricing American Options under Stochastic Volatility

Saved in:
Bibliographic Details
Main Authors: ZHANG, Zhe (Joe), LIM, Kian Guan
Format: text
Language:English
Published: Institutional Knowledge at Singapore Management University 1999
Subjects:
Online Access:https://ink.library.smu.edu.sg/lkcsb_research/1135
Tags: Add Tag
No Tags, Be the first to tag this record!
Institution: Singapore Management University
Language: English
Description
Description not available.