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

<div>The comparison between our method and the method by using the iteration algorithm.</div>

Discrete Dynamics in Nature and Society

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Table 1

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

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