Zhang, K., Teo, K. L., & Swartz, M. (2013). A Robust Numerical Scheme for Pricing American Options Under Regime Switching Based on Penalty Method. Springer US.
Chicago Style (17th ed.) CitationZhang, Kai, Kok Lay Teo, and Mick Swartz. A Robust Numerical Scheme for Pricing American Options Under Regime Switching Based on Penalty Method. Springer US, 2013.
MLA (9th ed.) CitationZhang, Kai, et al. A Robust Numerical Scheme for Pricing American Options Under Regime Switching Based on Penalty Method. Springer US, 2013.
Warning: These citations may not always be 100% accurate.