Computing American option price under regime switching with rationality parameter

  1. Company, R.
  2. Egorova, V.
  3. Jódar, L.
  4. Vázquez, C.
Journal:
Computers and Mathematics with Applications

ISSN: 0898-1221

Year of publication: 2016

Volume: 72

Issue: 3

Pages: 741-754

Type: Article

DOI: 10.1016/J.CAMWA.2016.05.026 GOOGLE SCHOLAR lock_openOpen access editor
Data source: Scopus