A numerical analysis of American options with regime switching (Q618604): Difference between revisions

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+Q4073917
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+Finite Element Error Estimates for a Nonlocal Problem in American Option Valuation
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+AMERICAN OPTIONS WITH REGIME SWITCHING
@@ Property / cites work: AMERICAN OPTIONS WITH REGIME SWITCHING / rank @@
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+Financial Modelling with Jump Processes
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+Analysis of a Robust Finite Element Approximation for a Parabolic Equation with Rough Boundary Data
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+Closed-Form Solutions for Perpetual American Put Options with Regime Switching
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+A Front-Fixing Finite Element Method for the Valuation of American Options
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+Publication:618604