Before revision:  In the set of equations, Hermite interpolation with Newton basis is used to estimate the coupled assets options and option Greeks . A numerical experiment is carried out with two- and four-regimes examples and results are compared with the existing methods.
After revision:  In the set of equations, Hermite interpolation with Newton basis is used to estimate the coupled assets options and option Greeks are estimated using Hermite interpolation with Newton basis. Finally, a numerical experiment is carried out with two- and four-regimes examples and results are compared with the existing methods.