The Correction of Multiscale Stochastic Volatility to American Put Option: An Asymptotic Approximation and Finite Difference Approach

Table 1

Calibrated parameters of 13/02/2017.

-0.1955046	-7.857835	-0.1233350	-0.0249121
-0.069767	0.003055	-0.010911	0.122779