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

  Xu Guo, Leevan Ling

  2018-09-17

  51269 2884 Pages:437-452

• High-Order Methods for Exotic Options and Greeks Under Regime-Switching Jump-Diffusion Models

  Jingtang Ma, Han Wang, Zhiqiang Zhou, Zhijun Tan

  2020-03-09

  44520 2803 Pages:497-515

• 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

• Finite Element and Discontinuous Galerkin Methods with Perfect Matched Layers for American Options

  Haiming Song, Kai Zhang, Yutian Li

  2017-11-02

  39547 2738 Pages:829-851

• Numerical Methods for System Parabolic Variational Inequalities from Regime-Switching American Option Pricing

  Jie Xing, Jingtang Ma

  2018-12-17

  41699 2822 Pages:566-593

• A Power Penalty Approach to Numerical Solutions of Two-Asset American Options

  K. Zhang, S. Wang, X. Q. Yang, K. L. Teo

  2009-02-01

  39385 3775 Pages:202-223