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

id	sg-smu-ink.lkcsb_research-2134
record_format	dspace
spelling	sg-smu-ink.lkcsb_research-21342010-09-23T06:24:04Z An Analytical Approach to Pricing American Options under Stochastic Volatility ZHANG, Zhe (Joe) LIM, Kian Guan 1999-12-01T08:00:00Z text https://ink.library.smu.edu.sg/lkcsb_research/1135 Research Collection Lee Kong Chian School Of Business eng Institutional Knowledge at Singapore Management University Finance and Financial Management Portfolio and Security Analysis
institution	Singapore Management University
building	SMU Libraries
continent	Asia
country	Singapore Singapore
content_provider	SMU Libraries
collection	InK@SMU
language	English
topic	Finance and Financial Management Portfolio and Security Analysis
spellingShingle	Finance and Financial Management Portfolio and Security Analysis ZHANG, Zhe (Joe) LIM, Kian Guan An Analytical Approach to Pricing American Options under Stochastic Volatility
format	text
author	ZHANG, Zhe (Joe) LIM, Kian Guan
author_facet	ZHANG, Zhe (Joe) LIM, Kian Guan
author_sort	ZHANG, Zhe (Joe)
title	An Analytical Approach to Pricing American Options under Stochastic Volatility
title_short	An Analytical Approach to Pricing American Options under Stochastic Volatility
title_full	An Analytical Approach to Pricing American Options under Stochastic Volatility
title_fullStr	An Analytical Approach to Pricing American Options under Stochastic Volatility
title_full_unstemmed	An Analytical Approach to Pricing American Options under Stochastic Volatility
title_sort	analytical approach to pricing american options under stochastic volatility
publisher	Institutional Knowledge at Singapore Management University
publishDate	1999
url	https://ink.library.smu.edu.sg/lkcsb_research/1135
_version_	1770569815765811200

An Analytical Approach to Pricing American Options under Stochastic Volatility

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