"Explicit RKF-Compact Scheme for Pricing Regime Switching American Options ..."

Chinonso Nwankwo, Weizhong Dai (2020)

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DOI: —

access: open

type: Informal or Other Publication

metadata version: 2021-01-05

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  - electronic edition @ arxiv.org (open access)
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  dblp key:
  - journals/corr/abs-2012-09820
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  persistent URL:
  - https://dblp.org/rec/journals/corr/abs-2012-09820
Chinonso Nwankwo, Weizhong Dai:
Explicit RKF-Compact Scheme for Pricing Regime Switching American Options with Varying Time Step. CoRR abs/2012.09820 (2020)

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