"Pricing American real options with double continuation region under Heston ..."

Iñigo Arregui, Alejandro López-Núñez, Carlos Vázquez (2026)

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DOI: 10.1016/J.AMC.2025.129810

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type: Journal Article

metadata version: 2025-11-15

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Iñigo Arregui, Alejandro López-Núñez, Carlos Vázquez:
Pricing American real options with double continuation region under Heston model. Appl. Math. Comput. 513: 129810 (2026)

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