Viscosity solutions and American option pricing in a stochastic volatility model of the Ornstein-Uhlenbeck type.
Roch, Alexandre F.
Journal of Probability and Statistics, Tome 2010 (2010), / Harvested from The Electronic Library of Mathematics
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Publié le : 2010-01-01
DOI : https://doi.org/10.1155/2010/863585
EUDML-ID : urn:eudml:doc:231078 
@article{05822177,
     title = {Viscosity solutions and American option pricing in a stochastic volatility model of the Ornstein-Uhlenbeck type.},
     journal = {Journal of Probability and Statistics},
     volume = {2010},
     year = {2010},
     doi = {10.1155/2010/863585},
     zbl = {1211.91241},
     language = {en},
     url = {http://dml.mathdoc.fr/item/05822177}
}

Roch, Alexandre F. Viscosity solutions and American option pricing in a stochastic volatility model of the Ornstein-Uhlenbeck type.. Journal of Probability and Statistics, Tome 2010 (2010) . doi : 10.1155/2010/863585. http://gdmltest.u-ga.fr/item/05822177/