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1 Ergebnisse
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A generalized integral equation formulation for pricing Ame..:
Zheng, Yawen
;
Zhu, Song-Ping
Journal of Computational and Applied Mathematics. 453 (2025) - p. 116016 , 2025
Link:
https://doi.org/10.1016/j.cam.2024.116016
RT Journal T1 <Title>A generalized integral equation formulation for pricing American options under regime-switching model</Title> UL https://suche.suub.uni-bremen.de/peid=cr-10.1016_j.cam.2024.116016&Exemplar=1&LAN=DE A1 Zheng, Yawen A1 Zhu, Song-Ping PB Elsevier BV YR 2025 SN 0377-0427 JF Journal of Computational and Applied Mathematics VO 453 SP 116016 LK http://dx.doi.org/https://doi.org/10.1016/j.cam.2024.116016 DO https://doi.org/10.1016/j.cam.2024.116016 SF ELIB - SuUB Bremen
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