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• ADI Finite Difference Schemes for Option Pricing in the Heston Model with Correlation

  K. J. In ’t Hout & S. Foulon

  2010-07-01

  35148 2830 Pages:303-320

• Jumps Without Tears: A New Splitting Technology for Barrier Options

  A. Itkin & P. Carr

  2011-08-01

  31393 2649 Pages:667-704

• A Finite Volume Method Preserving the Invariant Region Property for the Quasimonotone Reaction-Diffusion Systems

  Huifang Zhou, Yuchun Sun, Fuchang Huo

  2024-10-09

  13530 1063 Pages:910-932