Search Results

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

  Yuhan Li, Mingkai Wang, Junfeng Yin

  2025-09-29

  7094 326 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

  36866 2943 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

  45128 3374 Pages:748-773

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

  Shuhua Zhang, Jing Wang

  2018-05-05

  42621 3052 Pages:827-846

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

  Germán I. Ramírez-Espinoza, Matthias Ehrhardt

  2021-07-01

  44537 4794 Pages:759-790

• 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

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

  Limei Li, Alexander Lapin, Shuhua Zhang

  2019-01-11

  45122 3071 Pages:535-558