An Analytical Approach to Pricing American Options under Stochastic Volatility

Author

Zhe (Joe) ZHANG, Singapore Management UniversityFollow
Kian Guan LIM, Singapore Management UniversityFollow

Publication Type

Conference Paper

Publication Date

1999

Discipline

Finance and Financial Management | Portfolio and Security Analysis

Research Areas

Finance

Publication

Quantitative Methods in Finance Conference

City or Country

Sydney, Australia

Citation

ZHANG, Zhe (Joe) and LIM, Kian Guan. An Analytical Approach to Pricing American Options under Stochastic Volatility. (1999). Quantitative Methods in Finance Conference.
Available at: https://ink.library.smu.edu.sg/lkcsb_research/1135