Maciej Balajewicz, Jari Toivanen. Reduced Order Models for Pricing American Options under Stochastic Volatility and Jump-Diffusion Models. In Michelle Connolly, editor, International Conference on Computational Science 2016, ICCS 2016, 6-8 June 2016, San Diego, California, USA. Volume 80 of Procedia Computer Science, pages 734-743, Elsevier, 2016. [doi]
@inproceedings{BalajewiczT16,
title = {Reduced Order Models for Pricing American Options under Stochastic Volatility and Jump-Diffusion Models},
author = {Maciej Balajewicz and Jari Toivanen},
year = {2016},
doi = {10.1016/j.procs.2016.05.360},
url = {http://dx.doi.org/10.1016/j.procs.2016.05.360},
researchr = {https://researchr.org/publication/BalajewiczT16},
cites = {0},
citedby = {0},
pages = {734-743},
booktitle = {International Conference on Computational Science 2016, ICCS 2016, 6-8 June 2016, San Diego, California, USA},
editor = {Michelle Connolly},
volume = {80},
series = {Procedia Computer Science},
publisher = {Elsevier},
}