Pricing American options under multi-state regime switching with an efficientL- stable method
2015 ◽
Vol 92
(12)
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pp. 2530-2550
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Keyword(s):
2020 ◽
Vol 538
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pp. 122968
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2013 ◽
Vol 43
(4)
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pp. 463-483
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Keyword(s):
2017 ◽
Vol 37
(3)
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pp. 3691-3707
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Keyword(s):
2007 ◽
Vol 137
(10)
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pp. 3113-3126
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2009 ◽
Vol 213
(1)
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pp. 121-136
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2011 ◽
Vol 33
(5)
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pp. 2144-2168
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