Pricing American options under multi-state regime switching with an efficient L - stable method.
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| Title: | Pricing American options under multi-state regime switching with an efficient L - stable method. |
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| Authors: | Yousuf, M.1, myousuf@kfupm.edu.sa, Khaliq, A.Q.M.2, Liu, R.H.3 |
| Source: | International Journal of Computer Mathematics; Dec2015, Vol. 92 Issue 12, p2530-2550, 21p |
| Database: | Applied Science & Technology Source |
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| ISSN: | 00207160 |
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| DOI: | 10.1080/00207160.2015.1071799 |
