@article{multigriditerativealgorithmsbasedon, title = {Multigrid Iterative Algorithm based on Compact Finite Difference Schemes and Hermite interpolation for Solving Regime Switching American Options}, author = {Chinonso Nwankwo and Weizhong Dai}, year = {2020}, eprint = {2008.00925}, archivePrefix = {arXiv}, url = {https://arxiv.org/abs/2008.00925v5}, }