Publications by the researcher in collaboration with Vera Egorova (2)

2016

  1. Computing American option price under regime switching with rationality parameter

    Computers and Mathematics with Applications, Vol. 72, Núm. 3, pp. 741-754

  2. Finite difference methods for pricing American put option with rationality parameter: Numerical analysis and computing

    Journal of Computational and Applied Mathematics, Vol. 304, pp. 1-17