状态转换下欧式Merton跳扩散期权定价的拟合有限体积方法

甘小艇

FITTED FINITE VOLUME METHOD FOR PRICING EUROPEAN OPTIONS UNDER REGIME-SWITHCHING MERTON'S JUMP-DIFFUSION PROCESSES

Gan Xiaoting

计算数学 . 2021, (3): 337 -353 . DOI: 10.12286/jssx.j2019-0617