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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Discrete Dynamics in Nature and Society

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Figure 2

Figure 2: Numerical Method for a System of PIDEs Arising in American Contingent Claims under FMLS Model with Jump Diffusion and Regime-Switching Process 

Figure 2 | Numerical Method for a System of PIDEs Arising in American Contingent Claims under FMLS Model with Jump Diffusion and Regime-Switching Process 