A Numerical Analysis of American Options with Regime Switching

Author: Yang Hongtao  

Publisher: Springer Publishing Company

ISSN: 0885-7474

Source: Journal of Scientific Computing, Vol.44, Iss.1, 2010-07, pp. : 69-91

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract