@article{explicitrkfcompactschemeforpricing,
  title = {Explicit RKF-Compact Scheme for Pricing Regime Switching American Options with Varying Time Step},
  author = {Chinonso Nwankwo and Weizhong Dai},
  year = {2020},
  eprint = {2012.09820},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2012.09820v4},
}