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METHODS FOR PRICING AMERICAN OPTIONS UNDER REGIME SWITCHING.

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Title: METHODS FOR PRICING AMERICAN OPTIONS UNDER REGIME SWITCHING.
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
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  Availability: 0
Header DbId: aci
DbLabel: Applied Science & Technology Source
An: 73028430
AccessLevel: 2
PubType: Academic Journal
PubTypeId: academicJournal
PreciseRelevancyScore: 0
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  Data: METHODS FOR PRICING AMERICAN OPTIONS UNDER REGIME SWITCHING.
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  Data: <searchLink fieldCode="AU" term="%22Huang%2C+Y%2E%22">Huang, Y.</searchLink><relatesTo>1</relatesTo>, <i>yqhuang@ecemail.uwaterloo.ca</i><br /><searchLink fieldCode="AU" term="%22Forsyth%2C+P%2E+A%2E%22">Forsyth, P. A.</searchLink><relatesTo>2</relatesTo>, <i>paforsyt@uwaterloo.ca</i><br /><searchLink fieldCode="AU" term="%22Labahn%2C+G%2E%22">Labahn, G.</searchLink><relatesTo>2</relatesTo>, <i>glabahn@uwaterloo.ca</i>
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PLink https://search.ebscohost.com/login.aspx?direct=true&site=eds-live&db=aci&AN=73028430
RecordInfo BibRecord:
  BibEntity:
    Identifiers:
      – Type: doi
        Value: 10.1137/110820920
    Languages:
      – Code: eng
        Text: English
    PhysicalDescription:
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        PageCount: 25
        StartPage: 2144
    Titles:
      – TitleFull: METHODS FOR PRICING AMERICAN OPTIONS UNDER REGIME SWITCHING.
        Type: main
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            NameFull: Huang, Y.
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            NameFull: Forsyth, P. A.
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            NameFull: Labahn, G.
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            – D: 01
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              Text: 2011
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              Y: 2011
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              Value: 33
            – Type: issue
              Value: 5
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            – TitleFull: SIAM Journal on Scientific Computing
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