Hongtao Yang. A Numerical Analysis of American Options with Regime Switching. J. Sci. Comput., 44(1):69-91, 2010. [doi]
@article{Yang10-44,
title = {A Numerical Analysis of American Options with Regime Switching},
author = {Hongtao Yang},
year = {2010},
doi = {10.1007/s10915-010-9365-2},
url = {http://dx.doi.org/10.1007/s10915-010-9365-2},
tags = {analysis},
researchr = {https://researchr.org/publication/Yang10-44},
cites = {0},
citedby = {0},
journal = {J. Sci. Comput.},
volume = {44},
number = {1},
pages = {69-91},
}