Pricing perpetual American options under a stochastic-volatility model with fast mean reversion

MLA

Zhu, Song-Ping, and Wenting Chen. “Pricing Perpetual American Options under a Stochastic-Volatility Model with Fast Mean Reversion.” Faculty of Informatics - Papers (Archive), 2011. EBSCOhost, widgets.ebscohost.com/prod/customlink/proxify/proxify.php?count=1&encode=0&proxy=&find_1=&replace_1=&target=https://search.ebscohost.com/login.aspx?direct=true&site=eds-live&scope=site&db=edsoai&AN=edsoai.ocn972308111&authtype=sso&custid=ns315887.

APA

Zhu, S.-P., & Chen, W. (2011). Pricing perpetual American options under a stochastic-volatility model with fast mean reversion. Faculty of Informatics - Papers (Archive).

Chicago

Zhu, Song-Ping, and Wenting Chen. 2011. “Pricing Perpetual American Options under a Stochastic-Volatility Model with Fast Mean Reversion.” Faculty of Informatics - Papers (Archive). http://widgets.ebscohost.com/prod/customlink/proxify/proxify.php?count=1&encode=0&proxy=&find_1=&replace_1=&target=https://search.ebscohost.com/login.aspx?direct=true&site=eds-live&scope=site&db=edsoai&AN=edsoai.ocn972308111&authtype=sso&custid=ns315887.