New Splitting Scheme for Pricing American Options Under the Heston Model
Crossref DOI link: https://doi.org/10.1007/s10614-017-9686-4
Published Online: 2017-04-25
Published Print: 2018-08
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Safaei, Maryam
Neisy, Abodolsadeh
Nematollahi, Nader
License valid from 2017-04-25
