fr
{{ search | replaceEmpty }}

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
CatégorieAcademic Publications
Volumevol. 98 (1), pp 145-159

Swiss Finance Institute - Genève

Université de Genève
42, Bd du Pont d`Arve
CH-1211 Genève 4

Tel: +41 22 379 84 71
Fax: +41 22 379 84 77
E-mail: research@sfi.ch
  phd@sfi.ch

Swiss Finance Institute - Zurich

Walchestrasse 9
CH-8006 Zurich

Tél.: +41 44 254 30 80
Fax: +41 44 254 30 85
E-mail: info@sfi.ch

Menu

© Swiss Finance Institute Stiftung
fr