A front-fixing finite element method for pricing American options under regime-switching jump-diffusion models
Crossref DOI link: https://doi.org/10.1007/s40314-017-0540-z
Published Online: 2017-11-24
Published Print: 2018-07
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Heidari, S.
Azari, H. http://orcid.org/0000-0002-8669-3535
License valid from 2017-11-24