"Power Penalty Approach to American Options Pricing Under Regime Switching."

Kai Zhang, Xiaoqi Yang (2018)

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DOI: 10.1007/S10957-018-1299-0

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type: Journal Article

metadata version: 2025-01-19

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Kai Zhang, Xiaoqi Yang:
Power Penalty Approach to American Options Pricing Under Regime Switching. J. Optim. Theory Appl. 179(1): 311-331 (2018)

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