"American Options in the Volterra Heston Model."

Etienne Chevalier, Sergio Pulido, Elizabeth Zúniga (2022)

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DOI: 10.1137/21M140674X

access: closed

type: Journal Article

metadata version: 2023-09-30

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Etienne Chevalier, Sergio Pulido, Elizabeth Zúniga:
American Options in the Volterra Heston Model. SIAM J. Financial Math. 13(2): 426-458 (2022)

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