Efficient adaptive strategies with fourth-order compact scheme for a fixed-free boundary regime-switching model (Q6581905)
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scientific article; zbMATH DE number 7890791
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| English | Efficient adaptive strategies with fourth-order compact scheme for a fixed-free boundary regime-switching model |
scientific article; zbMATH DE number 7890791 |
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Efficient adaptive strategies with fourth-order compact scheme for a fixed-free boundary regime-switching model (English)
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1 August 2024
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regime-switching model
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optimal exercise boundary
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compact finite difference scheme
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Runge-Kutta embedded pairs
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Hermite interpolation
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0.8292747139930725
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0.7961375117301941
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0.7843416333198547
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0.7842512726783752
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