Solving complex PIDE systems for pricing American option under multi-state regime switching jump-diffusion model

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Publication:1999691

DOI10.1016/j.camwa.2018.01.026zbMath1415.91322OpenAlexW2789586952MaRDI QIDQ1999691

Muhammad Irfan Yousuf, Salah Alrabeei, Abdul Q. M. Khaliq

Publication date: 27 June 2019

Published in: Computers \& Mathematics with Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.camwa.2018.01.026



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