American Options Under Stochastic Volatility
Year of publication: |
2011
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Authors: | Chockalingam, Arun ; Muthuraman, Kumar |
Published in: |
Operations research : the journal of the Operations Research Society of America. - Linthicum, Md : INFORMS, ISSN 0030-364X, ZDB-ID 1233890. - Vol. 59.2011, 4, p. 793-810
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