"A generalized integral equation formulation for pricing American options ..."

Yawen Zheng, Song-Ping Zhu (2025)

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DOI: 10.1016/J.CAM.2024.116016

access: open

type: Journal Article

metadata version: 2025-03-03

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Yawen Zheng, Song-Ping Zhu:
A generalized integral equation formulation for pricing American options under regime-switching model. J. Comput. Appl. Math. 453: 116016 (2025)

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