Xiaoting Gan
Results
Journal Article
On the Convergence of a Crank-Nicolson Fitted Finite Volume Method for Pricing European Options Under Regime-Switching Kou’s Jump-Diffusion Models
Advances in Applied Mathematics and Mechanics, Vol. 15 (2023), Iss. 5 : pp. 1290–1314
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
Pricing American Options under Regime-Switching Model with a Crank-Nicolson Fitted Finite Volume Method
East Asian Journal on Applied Mathematics, Vol. 10 (2020), Iss. 3 : pp. 499–519