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.
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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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