American option pricing under stochastic volatility: an empirical evaluation

Farid AitSahlia (), Manisha Goswami and Suchandan Guha

Computational Management Science, 2010, vol. 7, issue 2, 189-206

Keywords: Stochastic volatility; Indirect inference; Model calibration; American option pricing; S&P 100 index; Approximate dynamic programming (search for similar items in EconPapers)
Date: 2010
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DOI: 10.1007/s10287-008-0083-2

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