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• A Modulus Iteration Method for SPSD Linear Complementarity Problem Arising in Image Retinex

  Xue Yang, Yu-Mei Huang

  2020-01-17

  47871 3105 Pages:579-598

• An Efficient Numerical Method for the Valuation of American Better-of Options Based on the Front-Fixing Transform and the Far Field Truncation

  Xiaowei Pang, Haiming Song, Xiaoshen Wang, Kai Zhang

  2020-06-01

  50800 3437 Pages:902-919

• Fitted Finite Volume Method for Pricing American Options under Regime-Switching Jump-Diffusion Models Based on Penalty Method

  Xiaoting Gan, Jun-Feng Yin, Rui Li

  2020-04-10

  45128 3374 Pages:748-773