A Simple Approach to Pricing American Options Under the Heston Stochastic Volatility Model

By N. Beliaeva, Nawalkha Sanjay K.. Jurnal derivate, 2010

47 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/9f1b26262753dc774762558002251e0e8ba98416