Primal‐dual active set algorithm for valuating American options under regime switching

Fuente: Wiley Open Access

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Bibliographic Details
Main Authors:	Haiming Song, Jingbo Xu, Jinda Yang, Yutian Li
Format:	Artículo Open Access
Published:	Wiley 2024
Subjects:	Numerical Methods for Partial Differential Equations
Online Access:	Acceder al recurso
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DOI:	10.1002/num.23104

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