American option pricing under stochastic volatility: a simulation-based approach

Arunachalam Chockalingam, Kumar Muthuraman. American option pricing under stochastic volatility: a simulation-based approach. In Shane G. Henderson, Bahar Biller, Ming-Hua Hsieh, John Shortle, Jeffrey D. Tew, Russell R. Barton, editors, Proceedings of the Winter Simulation Conference, WSC 2007, Washington, DC, USA, December 9-12, 2007. pages 992-997, WSC, 2007. [doi]

Abstract

Abstract is missing.