Pricing an American Call under Stochastic Volatility and Interest Rates

Research output: Chapter in Book/Report/Conference proceeding › Chapter (peer-reviewed) › peer-review

Original language	English
Title of host publication	Nonlinear Economic Dynamics and Financial Modelling
Subtitle of host publication	Essays in Honour of Carl Chiarella
Publisher	Springer
Pages	291-314
ISBN (Electronic)	978-3-319-07470-2
ISBN (Print)	978-3-319-07469-6
DOIs	https://doi.org/10.1007/978-3-319-07470-2_17
Publication status	Published - Jul 2014

Access to Document

@inbook{d013ce6d5bd34e03b437dbca820a745c,

title = "Pricing an American Call under Stochastic Volatility and Interest Rates",

author = "Boda Kang and G.H. Meyer",

year = "2014",

month = jul,

doi = "10.1007/978-3-319-07470-2_17",

language = "English",

isbn = "978-3-319-07469-6",

pages = "291--314",

booktitle = "Nonlinear Economic Dynamics and Financial Modelling",

publisher = "Springer",

address = "Germany",

}