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

fig6

Figure 6

Figure 6: Numerical Method for a System of PIDEs Arising in American Contingent Claims under FMLS Model with Jump Diffusion and Regime-Switching Process 

Figure 6 | Numerical Method for a System of PIDEs Arising in American Contingent Claims under FMLS Model with Jump Diffusion and Regime-Switching Process 