Projection and contraction method for the valuation of American options under regime switching

Autor:	Haiming Song, Jingbo Xu, Jinda Yang, Yutian Li
Rok vydání:	2022
Předmět:	Numerical Analysis Applied Mathematics Modeling and Simulation
Zdroj:	Communications in Nonlinear Science and Numerical Simulation. 109:106332
ISSN:	1007-5704
DOI:	10.1016/j.cnsns.2022.106332
Databáze:	OpenAIRE
Externí odkaz:	https://explore.openaire.eu/search/publication?articleId=doi_________::3bd6a675470022551baf5b8d67a253a1 https://doi.org/10.1016/j.cnsns.2022.106332 Zobrazit plný text záznamu Full Text from ScienceDirect