Hybrid Laplace transform and finite difference methods for pricing American options under complex models (Q1704172): Difference between revisions

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-.1016/j.camwa.2017.04.018
@@ Property / DOI: 10.1016/j.camwa.2017.04.018 / rank @@
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+https://doi.org/10.1016/j.camwa.2017.04.018
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+W2640165762
@@ Property / OpenAlex ID: W2640165762 / rank @@
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@@ Property / cites work @@
+Q5200620
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+NEW NUMERICAL SCHEME FOR PRICING AMERICAN OPTION WITH REGIME-SWITCHING
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+A NEW ANALYTICAL APPROXIMATION FORMULA FOR THE OPTIMAL EXERCISE BOUNDARY OF AMERICAN PUT OPTIONS
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@@ Property / DOI @@
+.1016/J.CAMWA.2017.04.018
@@ Property / DOI: 10.1016/J.CAMWA.2017.04.018 / rank @@
+Normal rank