On the regularity of American options with regime-switching uncertainty (Q681986)
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scientific article
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| English | On the regularity of American options with regime-switching uncertainty |
scientific article |
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On the regularity of American options with regime-switching uncertainty (English)
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13 February 2018
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regime-switching
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Markov-modulated
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time-change
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coupling
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American option
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initial-boundary value problem
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0.8148096799850464
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0.7996110320091248
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0.7875715494155884
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0.7846708297729492
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