Projection and contraction method for the valuation of American options under regime switching

作者：Haiming Song, Xu Jingbo, Jinda Yang, Yutian Li · 发表于：Communications in Nonlinear Science and Numerical Simulation · 年份：2022 · DOI：10.1016/j.cnsns.2022.106332 · 被引用次数：11 · 研究领域：Stochastic processes and financial applications、Fluid Dynamics and Turbulent Flows、Differential Equations and Numerical Methods