Search Results

• 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

  36866 2943 Pages:1290-1314

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

  Shuhua Zhang, Jing Wang

  2018-05-05

  42621 3052 Pages:827-846

• 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

• Modelling and Numerical Valuation of Power Derivatives in Energy Markets

  Mai Huong Nguyen, Matthias Ehrhardt

  2012-04-01

  41253 5116 Pages:259-293 Open-access

• Strong Convergence Analysis of Split-Step θ-Scheme for Nonlinear Stochastic Differential Equations with Jumps

  Xu Yang, Weidong Zhao

  2021-07-01

  45288 4066 Pages:1004-1022

• Fourth Order Compact Boundary Value Method for Option Pricing with Jumps

  Spike T. Lee, Hai-Wei Sun

  2021-07-01

  40940 4065 Pages:845-861

• Asymptotic Analysis of Travelling Wave Solutions in Chemotaxis with Growth

  P. M. Tchepmo Djomegni, K. S. Govinder

  2018-05-05

  44078 2941 Pages:1250-1270