Implicit-Explicit BDF-OS Schemes for Pricing American Style Options in Markovian Regime-Switching Economy with Jumps: An Approximation of Error

Computational Economics 2026

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Authors: Deepak Kumar Yadav, Akanksha Bhardwaj, Gobinda Rakshit, Abhishek Kumar

DOI: 10.1007/s10614-025-11239-x

Cited by: 0

References: 56

Fields of Study & Subjects

Stochastic processes and financial applications Numerical methods for differential equations Differential Equations and Numerical Methods

References 56