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Pricing American Options under Stochastic Volatility and Stochastic Interest Rates

Pricing American Options under Stochastic Volatility and Stochastic Interest Rates

AuthorO. Scaillet, A. Medvedev
JournalJournal of Financial Economics
Date1 Jan. 2010
CategoryAcademic Publications
Volumevol. 98 (1), pp 145-159

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