A Legendre-Galerkin spectral method for option pricing under regime switching models (Q6657384)
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scientific article; zbMATH DE number 7962218
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Legendre-Galerkin spectral method for option pricing under regime switching models |
scientific article; zbMATH DE number 7962218 |
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A Legendre-Galerkin spectral method for option pricing under regime switching models (English)
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6 January 2025
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Legendre-Galerkin spectral methods
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pricing options
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Black-Scholes model
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regime-switching model
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European options
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coupled PDEs
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numerical simulations
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