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MathSciNet bibliographic data
MR2837527 91G60 (60H30 60J28 65M06 91G20 93E20)
Huang, Y.; Forsyth, P. A.; Labahn, G. Methods for pricing American options under regime switching. SIAM J. Sci. Comput. 33 (2011), no. 5, 2144–2168.
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