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A front-fixing finite element method for pricing American options under regime-switching jump-diffusion models.

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Title: A front-fixing finite element method for pricing American options under regime-switching jump-diffusion models.
Authors: Heidari, S.1 s_heidari@sbu.ac.ir, Azari, H.1 h_azari@sbu.ac.ir
Source: Computational & Applied Mathematics. Jul2018, Vol. 37 Issue 3, p3691-3707. 17p.
Database: Mathematics Source
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        Value: 10.1007/s40314-017-0540-z
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              Text: Jul2018
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