Multiscale analysis of a perpetual American option with the stochastic elasticity of variance. Yoon, J., Kim, J., & Choi, S. Appl. Math. Lett., 26(7):670-675, 2013.
Multiscale analysis of a perpetual American option with the stochastic elasticity of variance. [link]Link  Multiscale analysis of a perpetual American option with the stochastic elasticity of variance. [link]Paper  bibtex   
@article{journals/appml/YoonKC13,
  added-at = {2013-05-06T00:00:00.000+0200},
  author = {Yoon, Ji-Hun and Kim, Jeong-Hoon and Choi, Sun-Yong},
  biburl = {https://www.bibsonomy.org/bibtex/26800cdb5523ef1808b7ac8692309602e/dblp},
  ee = {http://dx.doi.org/10.1016/j.aml.2012.11.015},
  interhash = {35ee66b8d453c793937d71117c0e7c0c},
  intrahash = {6800cdb5523ef1808b7ac8692309602e},
  journal = {Appl. Math. Lett.},
  keywords = {dblp},
  number = 7,
  pages = {670-675},
  timestamp = {2013-08-13T13:24:01.000+0200},
  title = {Multiscale analysis of a perpetual American option with the stochastic elasticity of variance.},
  url = {http://dblp.uni-trier.de/db/journals/appml/appml26.html#YoonKC13},
  volume = 26,
  year = 2013
}

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