A front-fixing finite element method for the valuation of American options with regime switching
Holmes, Anthony D., Yang, Hongtao, Zhang, ShuhuaVolume:
89
Langue:
english
Journal:
International Journal of Computer Mathematics
DOI:
10.1080/00207160.2012.663911
Date:
June, 2012
Fichier:
PDF, 1.34 MB
english, 2012