Arun Chockalingam, Kumar Muthuraman. American Options Under Stochastic Volatility. Operations Research, 59(4):793-809, 2011. [doi]
@article{ChockalingamM11,
title = {American Options Under Stochastic Volatility},
author = {Arun Chockalingam and Kumar Muthuraman},
year = {2011},
doi = {10.1287/opre.1110.0945},
url = {http://dx.doi.org/10.1287/opre.1110.0945},
researchr = {https://researchr.org/publication/ChockalingamM11},
cites = {0},
citedby = {0},
journal = {Operations Research},
volume = {59},
number = {4},
pages = {793-809},
}