New numerical scheme for pricing American option with regime-switching

A. Q. M. Khaliq; R. H. Liu

Year of publication:	2009
Authors:	Khaliq, Abdul Q. M. ; Liu, Rui Hua
Published in:	International journal of theoretical and applied finance. - River Edge, NJ [u.a.] : World Scientific, ISSN 0219-0249, ZDB-ID 1428982-9. - Vol. 12.2009, 3, p. 319-340
Subject:	Optionspreistheorie \| Option pricing theory \| Markov-Kette \| Markov chain \| Theorie \| Theory

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