LSM Algorithm for Pricing American Option Under Heston–Hull–White’s Stochastic Volatility Model
Crossref DOI link: https://doi.org/10.1007/s10614-016-9598-8
Published Online: 2016-06-16
Published Print: 2017-08
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Samimi, O.
Mardani, Z.
Sharafpour, S.
Mehrdoust, F.
Funding for this research was provided by:
University of Guilan (12)
License valid from 2016-06-16