We present a new approach to bounding financial derivative prices in regime-switching market models from both above and below. We derive sufficient conditions under which a particular class of ...

Zhimin Zhang, Derivative Superconvergent Points in Finite Element Solutions of Harmonic Functions: A Theoretical Justification, Mathematics of Computation, Vol. 71, No. 240 (Oct., 2002), pp. 1421-1430 ...