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"Multiscale analysis of a perpetual American option with the stochastic ..."

Ji-Hun Yoon, Jeong-Hoon Kim, Sun-Yong Choi (2013)

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DOI: 10.1016/J.AML.2012.11.015

access: closed

type: Journal Article

metadata version: 2023-06-26

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Ji-Hun Yoon, Jeong-Hoon Kim, Sun-Yong Choi:
Multiscale analysis of a perpetual American option with the stochastic elasticity of variance. Appl. Math. Lett. 26(7): 670-675 (2013)

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