"Projection and contraction method for the valuation of American options ..."

Haiming Song et al. (2022)

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DOI: 10.1016/J.CNSNS.2022.106332

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type: Journal Article

metadata version: 2023-05-02

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Haiming Song, Jingbo Xu, Jinda Yang, Yutian Li:
Projection and contraction method for the valuation of American options under regime switching. Commun. Nonlinear Sci. Numer. Simul. 109: 106332 (2022)

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