Carlos
Vázquez Cendón
Catedrático de Universidade
![Foto de Carlos](/img/nophoto.png)
![Foto de Universidad Politécnica de Valencia](/img/noimage_org.png)
Universidad Politécnica de Valencia
Valencia, EspañaPublications in collaboration with researchers from Universidad Politécnica de Valencia (2)
2016
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Computing American option price under regime switching with rationality parameter
Computers and Mathematics with Applications, Vol. 72, Núm. 3, pp. 741-754
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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