"Pricing American options under multi-state regime switching with an ..."

Muhammad S. Yousuf, Abdul-Qayyum M. Khaliq, R. H. Liu (2015)

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DOI: 10.1080/00207160.2015.1071799

access: closed

type: Journal Article

metadata version: 2023-03-10

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Muhammad S. Yousuf, Abdul-Qayyum M. Khaliq, R. H. Liu:
Pricing American options under multi-state regime switching with an efficient L- stable method. Int. J. Comput. Math. 92(12): 2530-2550 (2015)

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