"A Numerical Analysis of American Options with Regime Switching."

Hongtao Yang (2010)

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DOI: 10.1007/S10915-010-9365-2

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type: Journal Article

metadata version: 2017-05-18

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Hongtao Yang:
A Numerical Analysis of American Options with Regime Switching. J. Sci. Comput. 44(1): 69-91 (2010)

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