Search Results

• 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

  45242 3402 Pages:748-773

• Fitted Finite Volume Method of Three Transboundary Pollution in Three Gorges Reservoir Area of Chongqing City with Emission Permits Trading by Cooperative Stochastic Differential Game

  Zuliang Lu, Shuhua Zhang, Lin Li, Longzhou Cao, Yin Yang

  2018-09-17

  44822 3075 Pages:690-709

• On the Convergence of a Crank-Nicolson Fitted Finite Volume Method for Pricing European Options Under Regime-Switching Kou’s Jump-Diffusion Models

  Xiaoting Gan, Junfeng Yin, Rui Li

  2023-06-21

  36975 2975 Pages:1290-1314

• Modelling and Computation for the Valuation of Two-Period $R\&D$ Projects by Option Games

  Jiayue Zhang, Junlin Wang, Xinyu Wang

  2019-06-24

  47851 3511 Pages:957-979

• Modeling and Computation of CO2 Allowance Derivatives Under Jump-Diffusion Processes

  Shuhua Zhang, Jing Wang

  2018-05-05

  42731 3079 Pages:827-846