Asymptotic expansion method for pricing and hedging American options with two-factor stochastic volatilities and stochastic interest rate

Sumei Zhang, Jianke Zhang. Asymptotic expansion method for pricing and hedging American options with two-factor stochastic volatilities and stochastic interest rate. Int. J. Comput. Math., 97(3):546-563, 2020. [doi]

Abstract

Abstract is missing.