2026-07-072026-07-07http://salesiana.dossiersoluciones.com/handle/123456789/210557In this paper, we study the valuation of American type derivatives in the stochastic volatility model of Barndorff-Nielsen and Shephard (2001). We characterize the value of such derivatives as the unique viscosity solution of an integral-partial differential equation when the payoff function satisfies a Lipschitz condition.Computational FinanceAnalysis of PDEs35D05; 60H30; 91B28text