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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.
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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Header DbId: aci
DbLabel: Applied Science & Technology Source
An: 110606200
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PubType: Academic Journal
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      – Type: doi
        Value: 10.1080/00207160.2015.1071799
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      – Code: eng
        Text: English
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        PageCount: 21
        StartPage: 2530
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      – TitleFull: Pricing American options under multi-state regime switching with an efficient L - stable method.
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              Text: Dec2015
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