On the Convergence of a Crank-Nicolson Fitted Finite Volume Method for Pricing European Options under Regime-Switching Kou’s Jump-Diffusion Models
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Published:2023-06
Issue:5
Volume:15
Page:1290-1314
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ISSN:2070-0733
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Container-title:Advances in Applied Mathematics and Mechanics
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language:
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Short-container-title:AAMM
Author:
Gan Xiaoting,null Junfeng Yin,Li Rui
Publisher
Global Science Press
Subject
Applied Mathematics,Mechanical Engineering