The following publications are possibly variants of this publication:
- Moving mesh methods for pricing Asian options with regime switchingJingtang Ma, Zhiqiang Zhou. jcam, 298:211-221, 2016. [doi]
- Convergence rates of the numerical methods for the delayed PDEs from option pricing under regime switching hard-to-borrow modelsJingtang Ma, Yong Chen. ijcm, 97(11):2210-2232, 2020. [doi]
- Convergence rates of trinomial tree methods for option pricing under regime-switching modelsJingtang Ma, Tengfei Zhu. appml, 39:13-18, 2015. [doi]
- Convergence Analysis of Iterative Laplace Transform Methods for the Coupled PDEs from Regime-Switching Option PricingJingtang Ma, Zhiqiang Zhou. jscic, 75(3):1656-1674, 2018. [doi]
- An implicit-explicit preconditioned direct method for pricing options under regime-switching tempered fractional partial differential modelsXu Chen 0002, Deng Ding, Siu-Long Lei, Wenfei Wang. na, 87(3):939-965, 2021. [doi]