Work

Componentwise Splitting Methods for Pricing American Options Under Stochastic Volatility

Year: 2007

Type: article

Source: International Journal of Theoretical and Applied Finance

DOI: 10.1142/s0219024907004202

Authors: SAMULI IKONEN, JARI TOIVANEN

Institution: University of Jyväskylä

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2076796549

FWCI: 8.871

Cites: 43

Cited by: 69

Related to: 10