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An Accurate Compact Finite Difference Scheme for Solving the American Option with M-Regime Switching Model

Published Online: 2023-04-06

Published Print: 2023-06

Authors

Lin, Yu-Shan

Dai, Weizhong

Liu, Ruihua
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Text and Data Mining valid from 2023-04-06

Version of Record valid from 2023-04-06
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Article History

Accepted: 16 March 2023

First Online: 6 April 2023

Declarations

:

: The authors declare no competing interests.

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