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scientific article; zbMATH DE number 7478906
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scientific article; zbMATH DE number 7478906

    Statements

    author
    S. Heidari
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    Hossein Azari
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    publication date
    22 February 2022
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    zbMATH Keywords
    perpetual American option
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    jump-diffusion model
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    regime-switching model
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    finite difference method
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    free boundary problem
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    discrete maximum principle
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    Identifiers

    Mathematics Subject Classification ID
    91G60
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    65M06
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    65M32
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    91G20
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    60H40
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    zbMATH DE Number
    7478906
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