Longstaff, Francis A.; Schwartz, Eduardo S. Valuing American options by simulation: a simple least-squares approach. (English) Zbl 1386.91144 Rev. Financ. Stud. 6, No. 2, 327-343 (1993). MSC: 91G20 60G40 91G60 PDF BibTeX XML Cite \textit{F. A. Longstaff} and \textit{E. S. Schwartz}, Rev. Financ. Stud. 6, No. 2, 327--343 (1993; Zbl 1386.91144) Full Text: DOI OpenURL
Heston, Steven L. A closed-form solution for options with stochastic volatility with applications to bond and currency options. (English) Zbl 1384.35131 Rev. Financ. Stud. 6, No. 2, 327-343 (1993). MSC: 35Q91 91G20 PDF BibTeX XML Cite \textit{S. L. Heston}, Rev. Financ. Stud. 6, No. 2, 327--343 (1993; Zbl 1384.35131) Full Text: DOI Link OpenURL