A Shannon Wavelet Method for Pricing American Options under Two-Factor Stochastic Volatilities and Stochastic Interest Rate

Table 1

Parameter values for the numerical analyses.

Parameter
Value	0.9	0.1	0.1	0.6	−0.5	1.2	0.15	0.2
Parameter								—
Value	0.7	−0.5	0.26	0.04	0.08	10	0.03	—