Partial differential integral equation model for pricing American option under multi state regime switching with jumps (Q6064497)
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scientific article; zbMATH DE number 7776943
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Partial differential integral equation model for pricing American option under multi state regime switching with jumps |
scientific article; zbMATH DE number 7776943 |
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Partial differential integral equation model for pricing American option under multi state regime switching with jumps (English)
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12 December 2023
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American option
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jump-diffusion
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partial differential integral equation
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rationality parameter
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regime-switching
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