Pricing American options when the underlying asset follows GARCH processes

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GARCH option pricing: A semiparametric approach (2008, methodology): “This approach was also applied by Stentoft (2005) for pricing American options under GARCH models and by Christoffersen et al. (2006b) for pricing European options under a two volatility component GARCH models with GED innovations.”
American Option Pricing Using GARCH Models and the Normal Inverse Gaussian Distribution (2008, unknown): “We start by comparing the results reported here to the results of Stentoft (2005) which allows us to gauge the validity of the approximations suggested above.”
GARCH Models (2010, unknown): “Valuation of American options in the GARCH framework is studied in Duan and Simonato (2001) and Stentoft (2005).”
Long memory and regime switching: A simulation study on the Markov Regime-Switching ARFIMA model (2015, unknown): “For instance, if volatility is pre-estimated, it can be used to enhance the accuracy of dynamic hedging strategies and derivatives pricing models, since long memory of high-frequency asset volatility is a key input in these strategies and models (Chronopoulou and Viens, 2012; Hyung et al., 2008; Ste”