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This repository contains the corresponding codes for the numerical experiments in the paper [Error analysis of finite difference scheme for American option pricing under regime-switching with jumps](https://www.sciencedirect.com/science/article/pii/S0377042723004284)
This repository contains the corresponding codes for the numerical experiments in the paper ["Error analysis of finite difference scheme for American option pricing under regime-switching with jumps"](https://www.sciencedirect.com/science/article/pii/S0377042723004284)
