A front-fixing finite element method for the valuation of American options with regime switching (Q4903537): Difference between revisions

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+https://doi.org/10.1080/00207160.2012.663911
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+W2005219641
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+AMERICAN OPTIONS WITH REGIME SWITCHING
@@ Property / cites work: AMERICAN OPTIONS WITH REGIME SWITCHING / rank @@
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+American options on assets with dividends near expiry
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@@ Property / cites work @@
+Q5520962
@@ Property / cites work: Q5520962 / rank @@
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@@ Property / cites work @@
+Closed-Form Solutions for Perpetual American Put Options with Regime Switching
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@@ Property / cites work @@
+A Front-Fixing Finite Element Method for the Valuation of American Options
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@@ Property / cites work @@
+Methods for Pricing American Options under Regime Switching
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@@ Property / cites work @@
+NEW NUMERICAL SCHEME FOR PRICING AMERICAN OPTION WITH REGIME-SWITCHING
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@@ Property / cites work @@
+Q5628582
@@ Property / cites work: Q5628582 / rank @@
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@@ Property / cites work @@
+A numerical analysis of American options with regime switching
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@@ Property / cites work @@
+American put option with regime‐switching volatility (finite time horizon)—Variational inequality approach
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+Option pricing with regime switching by trinomial tree method
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