A non-lattice pricing model of American options under stochastic volatility
Version of Record online: 23 MAR 2006
© 2006 Wiley Periodicals, Inc.
Journal of Futures Markets
Volume 26, Issue 5, pages 417–448, May 2006
How to Cite
Zhang, Z. and Lim, K.-G. (2006), A non-lattice pricing model of American options under stochastic volatility. J. Fut. Mark., 26: 417–448. doi: 10.1002/fut.20207
- Issue online: 23 MAR 2006
- Version of Record online: 23 MAR 2006
- Manuscript Accepted: JUN 2005
- Manuscript Received: JAN 2005
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