doi.org/10.1016/j.chaos.2022.112919

American options pricing under regime-switching jump-diffusion models with meshfree finite point method

Mohammad Shirzadi

,

Mohammadreza Rostami

,

..., Xiaolin Li

Chaos Solitons & Fractals5.60

Volume: 166, Pages: 112919 - 112919

Published: Dec 5, 2022

Paper Fields

Paper Details

Title

American options pricing under regime-switching jump-diffusion models with meshfree finite point method

DOI

doi.org/10.1016/j.chaos.2022.112919

Published Date

Dec 5, 2022

Journal

Chaos Solitons & Fractals

Volume

166

Pages

112919 - 112919

Notes

History