American stochastic volatility call option pricing: A lattice based approach

Review of Derivatives Research

Volumn 1, Issue 2, 1996, Pages 183-201

  Finucane, Thomas J ^a   Tomas, Michael J ^b  

^a SYRACUSE UNIVERSITY   (United States)

^b Chicago Board of Trade ^*

Author keywords

Numerical pricing; Options

Indexed keywords

EID: 0012861247     PISSN: 13806645     EISSN: None     Source Type: Journal    
DOI: 10.1007/BF01531598     Document Type: Article

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