{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2026,7,11]],"date-time":"2026-07-11T04:30:19Z","timestamp":1783744219065,"version":"3.55.0"},"reference-count":33,"publisher":"Society for Industrial & Applied Mathematics (SIAM)","issue":"5","content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":["SIAM J. Sci. Comput."],"published-print":{"date-parts":[[2011,1]]},"DOI":"10.1137\/110820920","type":"journal-article","created":{"date-parts":[[2011,9,2]],"date-time":"2011-09-02T10:26:02Z","timestamp":1314959162000},"page":"2144-2168","source":"Crossref","is-referenced-by-count":64,"title":["Methods for Pricing American Options under Regime Switching"],"prefix":"10.1137","volume":"33","author":[{"given":"Y.","family":"Huang","sequence":"first","affiliation":[],"role":[{"vocabulary":"crossref","role":"author"}]},{"given":"P. A.","family":"Forsyth","sequence":"additional","affiliation":[],"role":[{"vocabulary":"crossref","role":"author"}]},{"given":"G.","family":"Labahn","sequence":"additional","affiliation":[],"role":[{"vocabulary":"crossref","role":"author"}]}],"member":"351","reference":[{"key":"R1","doi-asserted-by":"publisher","DOI":"10.1137\/050637613"},{"key":"R2","doi-asserted-by":"publisher","DOI":"10.1080\/14697680903493599"},{"key":"R4","doi-asserted-by":"publisher","DOI":"10.3905\/jod.2003.319208"},{"key":"R5","doi-asserted-by":"publisher","DOI":"10.1007\/s00186-008-0282-1"},{"key":"R6","doi-asserted-by":"publisher","DOI":"10.1111\/j.1467-9965.2010.00426.x"},{"key":"R7","doi-asserted-by":"publisher","DOI":"10.1080\/13504860903075464"},{"key":"R8","doi-asserted-by":"publisher","DOI":"10.1137\/08073041X"},{"key":"R9","doi-asserted-by":"publisher","DOI":"10.1137\/070682897"},{"key":"R10","doi-asserted-by":"publisher","DOI":"10.2307\/2326779"},{"key":"R12","doi-asserted-by":"publisher","DOI":"10.1080\/14697680802374791"},{"key":"R14","doi-asserted-by":"publisher","DOI":"10.1145\/357456.2181"},{"key":"R15","doi-asserted-by":"publisher","DOI":"10.1137\/090770552"},{"key":"R16","doi-asserted-by":"publisher","DOI":"10.1007\/s00211-003-0511-8"},{"key":"R17","doi-asserted-by":"publisher","DOI":"10.1093\/imanum\/drh011"},{"key":"R18","doi-asserted-by":"publisher","DOI":"10.1080\/07362990701420118"},{"key":"R19","doi-asserted-by":"crossref","first-page":"1","DOI":"10.21314\/JCF.2007.163","volume":"11","author":"Forsyth P.A.","year":"2008","journal-title":"J. Compuat. Finance"},{"key":"R20","doi-asserted-by":"publisher","DOI":"10.1137\/S1064827500382324"},{"key":"R21","doi-asserted-by":"publisher","DOI":"10.1016\/j.jeconom.2005.07.021"},{"key":"R22","doi-asserted-by":"publisher","DOI":"10.1080\/10920277.2001.10595984"},{"key":"R25","doi-asserted-by":"publisher","DOI":"10.1016\/j.cam.2009.09.019"},{"key":"R26","doi-asserted-by":"crossref","first-page":"1","DOI":"10.21314\/JCF.2008.178","volume":"12","author":"Jackson K. R.","year":"2008","journal-title":"J. Comput. Finance"},{"key":"R27","doi-asserted-by":"publisher","DOI":"10.1016\/j.jbankfin.2006.10.027"},{"key":"R29","doi-asserted-by":"publisher","DOI":"10.1142\/S0219024909005245"},{"key":"R31","doi-asserted-by":"publisher","DOI":"10.1137\/080739550"},{"key":"R32","doi-asserted-by":"publisher","DOI":"10.1007\/s00211-010-0310-y"},{"key":"R34","doi-asserted-by":"publisher","DOI":"10.1137\/070709372"},{"key":"R35","doi-asserted-by":"publisher","DOI":"10.1007\/BF01390130"},{"key":"R37","doi-asserted-by":"publisher","DOI":"10.1016\/j.apnum.2011.02.002"},{"key":"R38","doi-asserted-by":"publisher","DOI":"10.1287\/mnsc.1100.1181"},{"key":"R40","doi-asserted-by":"publisher","DOI":"10.1080\/14697680903547899"},{"key":"R42","doi-asserted-by":"publisher","DOI":"10.1007\/s10915-010-9365-2"},{"key":"R44","doi-asserted-by":"publisher","DOI":"10.1137\/070708998"},{"key":"R45","doi-asserted-by":"publisher","DOI":"10.1016\/S0377-0427(98)00037-5"}],"container-title":["SIAM Journal on Scientific Computing"],"original-title":[],"language":"en","link":[{"URL":"http:\/\/epubs.siam.org\/doi\/pdf\/10.1137\/110820920","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2017,6,20]],"date-time":"2017-06-20T01:43:08Z","timestamp":1497922988000},"score":1,"resource":{"primary":{"URL":"http:\/\/epubs.siam.org\/doi\/10.1137\/110820920"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2011,1]]},"references-count":33,"journal-issue":{"issue":"5","published-print":{"date-parts":[[2011,1]]}},"alternative-id":["10.1137\/110820920"],"URL":"https:\/\/doi.org\/10.1137\/110820920","relation":{},"ISSN":["1064-8275","1095-7197"],"issn-type":[{"value":"1064-8275","type":"print"},{"value":"1095-7197","type":"electronic"}],"subject":[],"published":{"date-parts":[[2011,1]]}}}