Projection and contraction method for the valuation of American options under regime switching (Q6495298)
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scientific article; zbMATH DE number 7840947
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Projection and contraction method for the valuation of American options under regime switching |
scientific article; zbMATH DE number 7840947 |
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Projection and contraction method for the valuation of American options under regime switching (English)
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30 April 2024
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American options
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regime switching
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finite element method
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projection and contraction method
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