Farid AitSahlia, Manisha Goswami, Suchandan Guha. American option pricing under stochastic volatility: an efficient numerical approach. Comput. Manag. Science, 7(2):171-187, 2010. [doi]
@article{AitSahliaGG10,
title = {American option pricing under stochastic volatility: an efficient numerical approach},
author = {Farid AitSahlia and Manisha Goswami and Suchandan Guha},
year = {2010},
doi = {10.1007/s10287-008-0082-3},
url = {https://doi.org/10.1007/s10287-008-0082-3},
researchr = {https://researchr.org/publication/AitSahliaGG10},
cites = {0},
citedby = {0},
journal = {Comput. Manag. Science},
volume = {7},
number = {2},
pages = {171-187},
}