METHODS FOR PRICING AMERICAN OPTIONS UNDER REGIME SWITCHING.
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| Title: | METHODS FOR PRICING AMERICAN OPTIONS UNDER REGIME SWITCHING. |
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| Authors: | Huang, Y.1, yqhuang@ecemail.uwaterloo.ca, Forsyth, P. A.2, paforsyt@uwaterloo.ca, Labahn, G.2, glabahn@uwaterloo.ca |
| Source: | SIAM Journal on Scientific Computing; 2011, Vol. 33 Issue 5, p2144-2168, 25p |
| Database: | Applied Science & Technology Source |
| ISSN: | 10648275 |
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| DOI: | 10.1137/110820920 |
