Pricing American Options in Regime-Switching Models: FFT Realization
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Elsevier BV
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Cited by 2 articles. 订阅此论文施引文献 订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献
1. Efficient adaptive strategies with fourth-order compact scheme for a fixed-free boundary regime-switching model;Decisions in Economics and Finance;2023-08-02
2. Compact Finite Difference Scheme with Hermite Interpolation for Pricing American Put Options Based on Regime Switching Model;Computational Economics;2022-07-21
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