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• A Compact Difference Scheme for the Time-Fractional Partial Integro-Differential Equation with a Weakly Singular Kernel

  Jing Guo, Da Xu

  2020-07-24

  50109 3302 Pages:1261-1279

• 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

• 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

• 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