OpenAlex
Pricing American Options under Regime-Switching Model with a Crank-Nicolson Fitted Finite Volume Method
Work
Year: 2020
Type: article
Source: East Asian Journal on Applied Mathematics
Authors Xiao-Ting Gan, Junfeng Yin Junfeng Yin
Cites:
Cited by: 7
Related to: 10
FWCI: 1.306
Citation percentile (by year/subfield): 73.84
Topic: Stochastic processes and financial applications
Subfield: Finance
Field: Economics, Econometrics and Finance
Domain: Social Sciences
Open Access status: closed