@inproceedings{surkov07_option_pricing_regime_fst,
  author =       {Kenneth R. Jackson and Sebastian Jaimungal and Vladimir Surkov},
  title =        "{Option Pricing with Regime Switching L\'evy Processes using Fourier Space Time-stepping}",
  booktitle =    {Proceeding of the Fourth IASTED International Conference on Financial Engineering and Applications},
  year =         {2007},
  pages =        {92-97},
  keywords =     {Option Pricing, L´evy Processes, Regime Switching, Fourier Methods, American Options, Catastrophe Options},
}