• Media type: E-Article
  • Title: A fast Fourier transform technique for pricing American options under stochastic volatility
  • Contributor: Zhylyevskyy, Oleksandr
  • Published: Springer Science and Business Media LLC, 2010
  • Published in: Review of Derivatives Research, 13 (2010) 1, Seite 1-24
  • Language: English
  • DOI: 10.1007/s11147-009-9041-6
  • ISSN: 1380-6645; 1573-7144
  • Origination:
  • Footnote: