APA (7th ed.) Citation

Wen, X., Song, H., Li, Y., & Gao, Z. (2024). A primal-dual active set approach to the valuation of American options in regime-switching models: Numerical solutions and convergence analysis. Computational & applied mathematics, 43(6), . https://doi.org/10.1007/s40314-024-02862-9

Chicago Style (17th ed.) Citation

Wen, Xin, Haiming Song, Yutian Li, and Zihan Gao. "A Primal-dual Active Set Approach to the Valuation of American Options in Regime-switching Models: Numerical Solutions and Convergence Analysis." Computational & Applied Mathematics 43, no. 6 (2024). https://doi.org/10.1007/s40314-024-02862-9.

MLA (9th ed.) Citation

Wen, Xin, et al. "A Primal-dual Active Set Approach to the Valuation of American Options in Regime-switching Models: Numerical Solutions and Convergence Analysis." Computational & Applied Mathematics, vol. 43, no. 6, 2024, https://doi.org/10.1007/s40314-024-02862-9.