"Pricing for perpetual American strangle options under stochastic ..."

Mijin Ha et al. (2025)

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DOI: 10.1016/J.MATCOM.2024.07.030

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type: Journal Article

metadata version: 2024-08-22

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Mijin Ha, Donghyun Kim, Ji-Hun Yoon, Sun-Yong Choi:
Pricing for perpetual American strangle options under stochastic volatility with fast mean reversion. Math. Comput. Simul. 227: 41-57 (2025)

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