American options under stochastic volatility: control variates, maturity randomization & multiscale asymptotics (Q5001107)
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scientific article; zbMATH DE number 7372382
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | American options under stochastic volatility: control variates, maturity randomization & multiscale asymptotics |
scientific article; zbMATH DE number 7372382 |
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American options under stochastic volatility: control variates, maturity randomization & multiscale asymptotics (English)
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16 July 2021
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stochastic volatility
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American option
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maturity randomization
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singular perturbation theory
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regular perturbation theory
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Monte Carlo
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control variate
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