"A Spectral Element Method for Option Pricing Under Regime-Switching with ..."

Geraldine Tour et al. (2020)

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DOI: 10.1007/S10915-020-01252-7

access: closed

type: Journal Article

metadata version: 2021-07-25

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Geraldine Tour, Nawdha Thakoor, Jingtang Ma, Désiré Yannick Tangman:
A Spectral Element Method for Option Pricing Under Regime-Switching with Jumps. J. Sci. Comput. 83(3): 61 (2020)

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