Pricing American Options Under Regime Switching Using Method of Lines
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Elsevier BV
Reference24 articles.
1. Empirical performance of alternative option pricing models;G Bakshi;Journal of Finance,1997
2. Stochastic volatility option pricing;H Ball;Journal of Financial and Quantitative Analysis,1994
3. Jumps and stochastic volatility: Exchange rate process implicit in deutsche mark options;D Bates;Review of Financial Studies,1996
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5. American options with regime switching;J Buffington;International Journal of Theoretical and Applied Finance,2002
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