Penalty methods for American options with stochastic volatility

R. Zvan, P.A. Forsyth, K.R. Vetzal

Source record

Source: Crossref

Published: May 1, 1998

DOI: 10.1016/s0377-0427(98)00037-5

Open original source ↗

Evidence graph

No public relationships recorded yet.

Integrity note: This page is a factual metadata record created by deterministic ingestion. It is not a claim that the work moves a mathematical frontier or has been independently verified.