Before revision: In this research work, an explicit Runge-Kutta-Fehlberg  time integration with a fourth-order compact finite difference scheme in space  is employed for solving the regime-switching pricing model.
After revision: In this research work, an explicit Runge-Kutta-Fehlberg (RKF) time integration with a fourth-order compact finite difference scheme in space is employed for solving the regime-switching pricing model.