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American options under stochastic volatility: control variates, maturity randomization & multiscale asymptotics.

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Bibliographic Details
Title:	American options under stochastic volatility: control variates, maturity randomization & multiscale asymptotics.
Authors:	Agarwal, Ankush¹ (AUTHOR), Juneja, Sandeep¹ (AUTHOR), Sircar, Ronnie² (AUTHOR) sircar@princeton.edu
Source:	Quantitative Finance. Jan2016, Vol. 16 Issue 1, p17-30. 14p.
Database:	Mathematics Source
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Description
ISSN:	14697688
DOI:	10.1080/14697688.2015.1068443