陈迎姿1,2, 肖爱国2, 王晚生3
陈迎姿, 肖爱国, 王晚生. 带跳随机波动率模型的高阶ADI分裂格式[J]. 计算数学, 2022, 44(4): 466-480.
Chen Yingzi, Xiao Aiguo, Wang Wansheng. HIGH ORDER ADI SPLITTING SCHEME FOR STOCHASTIC VOLATILITY MODEL WITH JUMP[J]. Mathematica Numerica Sinica, 2022, 44(4): 466-480.
Chen Yingzi1,2, Xiao Aiguo2, Wang Wansheng3
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