A Unified Tree approach for options pricing under stochastic volatility models
Author:
Publisher
Elsevier BV
Subject
Finance
Reference27 articles.
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2. A simple approach to pricing american options under the heston stochastic volatility model;Beliaeva;J. Derivatives,2010
3. The evaluation of American option prices under stochastic volatility and jump-diffusion dynamics using the method of lines;Chiarella;Int. J. Theor. Appl. Finance,2009
4. Option pricing under regime switching jump diffusion models;Costabile;J. Comput. Appl. Math.,2014
5. Option pricing: a simplified approach;Cox;J. Financ. Econ.,1979
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