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"Pricing American options under multi-state regime switching with an ..."
Muhammad S. Yousuf, Abdul-Qayyum M. Khaliq, R. H. Liu (2015)
- Muhammad S. Yousuf
, Abdul-Qayyum M. Khaliq, R. H. Liu:
Pricing American options under multi-state regime switching with an efficient L- stable method. Int. J. Comput. Math. 92(12): 2530-2550 (2015)
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