We present an approach for pricing American put options with a regime-switching volatility. Our method reveals that the option price can be expressed as the sum of two components: the price of a European put option and the premium associated with the early exercise privilege. Our analysis demonstrates that. under these conditions. https://www.soiebiologique.com/limited-price-Test-Evaluation-Command-ACU-Patch-Foliage-Green-flash-choice/