Valuation of American Options under Multistate Regime-Switching with Jumps

Mathematics

1. American Option 100%
2. Integral Equation 100%
3. Boundary Condition 50%
4. PDE 50%
5. Penalty Method 50%
6. Numerical Analysis 50%
7. Exponential Time 50%
8. Fundamental Principle 50%
9. Option Price 50%
10. Numerical Solution 50%
11. Nonlinearity 50%
12. Boundary Value Problems 50%
13. Numerical Scheme 50%