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Cited article:

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IMA Journal of Numerical Analysis 41 (2) 900 (2021)
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Error Estimates for Backward Euler Finite Element Approximations of American Call Option Valuation

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Lobachevskii Journal of Mathematics 41 (4) 475 (2020)
https://doi.org/10.1134/S199508022004006X

A numerical method for valuation of european option with regime-switching volatility and interest rate

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Journal of Physics: Conference Series 1218 (1) 012051 (2019)
https://doi.org/10.1088/1742-6596/1218/1/012051

Finite Volume Method for Pricing European Call Option with Regime-switching Volatility

Mey Lista Tauryawati, Chairul Imron and Endah RM Putri
Journal of Physics: Conference Series 974 012024 (2018)
https://doi.org/10.1088/1742-6596/974/1/012024