Representation and Numerical Approximation of American Option Prices under Heston Stochastic Volatility Dynamics
Year of publication: |
2013-03-01
|
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Authors: | Adolfsson, Thomas ; Chiarella, Carl ; Ziogas, Andrew ; Ziveyi, Jonathan |
Institutions: | Finance Discipline Group, Business School |
Subject: | American options | stochastic volatility | Volterra integral equations | free boundary problem |
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Chiarella, Carl, (2008)
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