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scientific article; zbMATH DE number 7478906
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| default for all languages | No label defined |
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| English | No label defined |
scientific article; zbMATH DE number 7478906 |
Statements
22 February 2022
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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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0.9270586
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0.9224474
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0.9209738
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0.9203062
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0.91747403
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0.9143693
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0.91088027
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0.90715307
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