Numerical Method for a System of PIDEs Arising in American Contingent Claims under FMLS Model with Jump Diffusion and Regime-Switching Process

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602Z"></path></g></svg>:</span> (a) State 1 and (b) State 2.</div>

Discrete Dynamics in Nature and Society

fig1

Figure 1

Figure 1: Numerical Method for a System of PIDEs Arising in American Contingent Claims under FMLS Model with Jump Diffusion and Regime-Switching Process 

Figure 1 | Numerical Method for a System of PIDEs Arising in American Contingent Claims under FMLS Model with Jump Diffusion and Regime-Switching Process 