@article{compactfinitedifferenceschemewithhermite,
  title = {Compact Finite Difference Scheme with Hermite Interpolation for Pricing American Put Options Based on Regime Switching Model},
  author = {Chinonso Nwankwo and Weizhong Dai and Ruihua Liu},
  year = {2019},
  eprint = {1908.04900},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/1908.04900v6},
}