Convergence rates of the numerical methods for the delayed PDEs from option pricing under regime switching hard-to-borrow models

Jingtang Ma, Yong Chen. Convergence rates of the numerical methods for the delayed PDEs from option pricing under regime switching hard-to-borrow models. Int. J. Comput. Math., 97(11):2210-2232, 2020. [doi]

Abstract

Abstract is missing.