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"A high order finite element scheme for pricing options under regime ..."

Nisha Rambeerich, Athanasios A. Pantelous (2016)

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DOI: 10.1016/J.CAM.2015.12.019

access: open

type: Journal Article

metadata version: 2021-02-16

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  - https://dblp.org/rec/journals/jcam/RambeerichP16
Nisha Rambeerich, Athanasios A. Pantelous:
A high order finite element scheme for pricing options under regime switching jump diffusion processes. J. Comput. Appl. Math. 300: 83-96 (2016)

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