Search Results

• A Fast Matrix Splitting Iteration Method for Fractional Regime-Switching Option Pricing Model

  Yuhan Li, Mingkai Wang, Junfeng Yin

  2025-09-29

  7290 374 Pages:1742-1760

• 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

• 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

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

  Shuhua Zhang, Jing Wang

  2018-05-05

  42731 3079 Pages:827-846

• Conservative and Finite Volume Methods for the Convection-Dominated Pricing Problem

  Germán I. Ramírez-Espinoza, Matthias Ehrhardt

  2021-07-01

  44637 4871 Pages:759-790

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

  Spike T. Lee, Hai-Wei Sun

  2021-07-01

  41040 4138 Pages:845-861

• Alternating Direction Implicit Finite Element Method for Multi-Dimensional Black-Scholes Models

  Limei Li, Alexander Lapin, Shuhua Zhang

  2019-01-11

  45232 3113 Pages:535-558