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

  Shuhua Zhang, Jing Wang

  2018-05-05

  42734 3083 Pages:827-846

• 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

  36980 2979 Pages:1290-1314

• 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

  45244 3406 Pages:748-773

• Modelling and Numerical Valuation of Power Derivatives in Energy Markets

  Mai Huong Nguyen, Matthias Ehrhardt

  2012-04-01

  41360 5191 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

  45409 4102 Pages:1004-1022

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

  Spike T. Lee, Hai-Wei Sun

  2021-07-01

  41043 4151 Pages:845-861