@misc
{TN_libero_mab2,
author = {
Chen, Wenting
AND
Zhu, Song-Ping
},
title = {
On the asymptotic behavior of the optimal exercise price near expiry of an American put option under stochastic volatility
},
publisher = {},
isbn = {1911-8074},
keywords = {
American put options
,
matched asymptotic expansions
,
optimal exercise price
,
singular perturbation
,
the Heston model
,
Aufsatz in Zeitschrift
},
year = {2022},
address = {
},
url = {
http://slubdd.de/katalog?TN_libero_mab2
}
}