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

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Bibliographic Details
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

Description
ISSN:	01018205
DOI:	10.1007/s40314-017-0540-z