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

  Jie Xing, Jingtang Ma

  2018-12-17

  41694 2819 Pages:566-593

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

  Haiming Song, Kai Zhang, Yutian Li

  2017-11-02

  39546 2736 Pages:829-851

• 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

  39383 3774 Pages:202-223

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

  Xu Guo, Leevan Ling

  2018-09-17

  51265 2880 Pages:437-452