A numerical analysis of American options with regime switching (Q618604)
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scientific article; zbMATH DE number 5837517
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A numerical analysis of American options with regime switching |
scientific article; zbMATH DE number 5837517 |
Statements
A numerical analysis of American options with regime switching (English)
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16 January 2011
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American option
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free boundary problem
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finite element method
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lattice method
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regime switching
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0.9469214
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0.92835736
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0.9253032
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0.9236887
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0.9128239
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0.9090448
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