"Solving complex PIDE systems for pricing American option under multi-state ..."

Muhammad S. Yousuf, A. Q. M. Khaliq, Salah Alrabeei (2018)

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DOI: 10.1016/J.CAMWA.2018.01.026

access: closed

type: Journal Article

metadata version: 2023-03-10

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Muhammad S. Yousuf, A. Q. M. Khaliq, Salah Alrabeei:
Solving complex PIDE systems for pricing American option under multi-state regime switching jump-diffusion model. Comput. Math. Appl. 75(8): 2989-3001 (2018)

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