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An Analytic Approximation for Valuation of the American Option Under the Heston Model in Two Regimes
2020
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Mathematics and financial economics, 2020-06, Vol.14 (3), p.353-397
2020
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Quantitative finance, 2021-06, Vol.21 (6), p.967-989
2021
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Mathematics and financial economics, 2022-04, Vol.16 (2), p.267-315
2022
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Insurance, mathematics & economics, 2023-05, Vol.110, p.1-30
2023
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Insurance, mathematics & economics, 2022-11, Vol.107, p.326-348
2022
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Quantitative finance, 2023-01, Vol.23 (1), p.123-148
2023
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Annals of the American Association of Geographers, 2019-03, Vol.109 (2), p.476-491
2019
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Mathematical social sciences, 2021-05, Vol.111, p.55-67
2021
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Economic modelling, 2020-09, Vol.91, p.274-299
2020
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