Pricing perpetual American puts under multi-scale stochastic volatility

MLA

Chen, Wenting, and Song-Ping Zhu. “Pricing Perpetual American Puts under Multi-Scale Stochastic Volatility.” Faculty of Engineering and Information Sciences - Papers: Part A, 2012. 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.on1101957263&authtype=sso&custid=ns315887.

APA

Chen, W., & Zhu, S.-P. (2012). Pricing perpetual American puts under multi-scale stochastic volatility. Faculty of Engineering and Information Sciences - Papers: Part A.

Chicago

Chen, Wenting, and Song-Ping Zhu. 2012. “Pricing Perpetual American Puts under Multi-Scale Stochastic Volatility.” Faculty of Engineering and Information Sciences - Papers: Part A. 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.on1101957263&authtype=sso&custid=ns315887.