基于有限差分-谱配置法的FMLS模型下的欧式看涨期权定价
蒋晓颖, 王天宇, 魏宇杰
A FINITE DIFFERENCE-SPECTRAL COLLOCATION METHOD FOR PRICING EUROPEAN CALL OPTIONS UNDER THE FINITE MOMENT LOG STABLE MODEL
Jiang Xiaoying, Wang Tianyu, Wei Yujie
计算数学
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2026, (4): 749
-759
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DOI: 10.12286/jssx.j2025-1359
