Jun-Feng Yin
Results
Journal Article
Fitted Finite Volume Method for Pricing American Options under Regime-Switching Jump-Diffusion Models Based on Penalty Method
Advances in Applied Mathematics and Mechanics, Vol. 12 (2020), Iss. 3 : pp. 748–773
Journal Article
A Second Order Numerical Scheme for Fractional Option Pricing Models
East Asian Journal on Applied Mathematics, Vol. 11 (2021), Iss. 2 : pp. 326–348
Journal Article
A Fast Shift-Splitting Method for Singular Generalized Saddle Point Problems
Journal of Mathematical Study, Vol. 50 (2017), Iss. 4 : pp. 358–374
Journal Article
A Variant Modified Skew-Normal Splitting Iterative Method for Non-Hermitian Positive Definite Linear Systems
Numerical Mathematics: Theory, Methods and Applications, Vol. 15 (2022), Iss. 2 : pp. 510–529