Work

American Option Pricing Under a Two‐Factor Stochastic Volatility Model With Nonlinear Exogenous Costs

Year: 2025

Type: article

Source: Mathematical Methods in the Applied Sciences

DOI: 10.1002/mma.11219

Authors: Dong Yan, Wenrui Ye, Xin‐Jiang He

Institutions: University of International Business and Economics, Zhejiang University of Technology

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

Funder: National Natural Science Foundation of China

Award: G1801713412

OpenAlex ID: W4412379232

FWCI: 11.69

Cites: 37

Cited by: 12

Related to: 10