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• FDMs for the PDEs of Option Pricing Under DEV Models with Counterparty Risk

  Jingtang Ma, Yong Chen, Taoshun He, Zhijun Tan

  2019-10-12

  44375 2633 Pages:1246-1265

• Analytic and Experimental Studies of the Errors in Numerical Methods for the Valuation of Options

  P. Lin, J. J. H. Miller & G. I. Shishkin

  2008-01-01

  38673 3669 Pages:150-164

• Evaluation Finite Moment Log-Stable Option Pricing by a Spectral Method

  Xu Guo, Leevan Ling

  2018-09-17

  51269 2884 Pages:437-452