"Methods for Pricing American Options under Regime Switching."

Y. Huang, Peter A. Forsyth, George Labahn (2011)

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DOI: 10.1137/110820920

access: closed

type: Journal Article

metadata version: 2020-07-30

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Y. Huang, Peter A. Forsyth, George Labahn:
Methods for Pricing American Options under Regime Switching. SIAM J. Sci. Comput. 33(5): 2144-2168 (2011)

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