Efficient adaptive strategies with fourth-order compact scheme for a fixed-free boundary regime-switching model
Chinonso I. Nwankwo, Weizhong Dai
| Year of publication: |
2024
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|---|---|
| Authors: | Nwankwo, Chinonso I. ; Dai, Weizhong |
| Published in: |
Decisions in economics and finance : a journal of applied mathematics. - Milano : Springer Italia, ISSN 1129-6569, ZDB-ID 2023516-1. - Vol. 47.2024, 1, p. 43-82
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| Subject: | Compact finite difference scheme | Hermite interpolation | Optimal exercise boundary | Regime-switching model | Runge-Kutta embedded pairs | Theorie | Theory | Markov-Kette | Markov chain |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s10203-023-00407-z [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015044785