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]
@inproceedings{ChockalingamM07, title = {American option pricing under stochastic volatility: a simulation-based approach}, author = {Arunachalam Chockalingam and Kumar Muthuraman}, year = {2007}, doi = {10.1145/1351542.1351716}, url = {http://doi.acm.org/10.1145/1351542.1351716}, tags = {rule-based, systematic-approach}, researchr = {https://researchr.org/publication/ChockalingamM07}, cites = {0}, citedby = {0}, pages = {992-997}, booktitle = {Proceedings of the Winter Simulation Conference, WSC 2007, Washington, DC, USA, December 9-12, 2007}, editor = {Shane G. Henderson and Bahar Biller and Ming-Hua Hsieh and John Shortle and Jeffrey D. Tew and Russell R. Barton}, publisher = {WSC}, isbn = {1-4244-1306-0}, }