Convergence Analysis of Iterative Laplace Transform Methods for the Coupled PDEs from Regime-Switching Option Pricing
Crossref DOI link: https://doi.org/10.1007/s10915-017-0604-7
Published Online: 2017-11-13
Published Print: 2018-06
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Ma, Jingtang https://orcid.org/0000-0002-5016-8368
Zhou, Zhiqiang
Funding for this research was provided by:
National Natural Science Foundation of China (11671323)
License valid from 2017-11-13