A Markov Chain Approximation for American Option Pricing in Tempered Stable-GARCH Models

Xiang Shi, Lihua Zhang, Young S. A. Kim. A Markov Chain Approximation for American Option Pricing in Tempered Stable-GARCH Models. Frontiers Appl. Math. Stat., 1:13, 2015. [doi]

Abstract

Abstract is missing.