Solving complex PIDE systems for pricing American option under multi-state regime switching jump-diffusion model (Q1999691)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Solving complex PIDE systems for pricing American option under multi-state regime switching jump-diffusion model |
scientific article; zbMATH DE number 7074102
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Solving complex PIDE systems for pricing American option under multi-state regime switching jump-diffusion model |
scientific article; zbMATH DE number 7074102 |
Statements
Solving complex PIDE systems for pricing American option under multi-state regime switching jump-diffusion model (English)
0 references
27 June 2019
0 references
partial integral differential equations
0 references
\(L\)-stable methods
0 references
American options
0 references
regime switching
0 references
jump-diffusion
0 references
0 references
0 references
0 references
0 references
0 references
