A fast Fourier transform technique for pricing American options under stochastic volatility Oleksandr Zhylyevskyy OriginalPaper 04 September 2009 Pages: 1 - 24
Exchange option pricing under stochastic volatility: a correlation expansion F. AntonelliA. RamponiS. Scarlatti OriginalPaper 18 August 2009 Pages: 45 - 73
Analytical approximations for the critical stock prices of American options: a performance comparison Minqiang Li OriginalPaper 23 September 2009 Pages: 75 - 99