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

Gan Xiaoting

Mathematica Numerica Sinica ›› 2021, Vol. 43 ›› Issue (3) : 337-353.

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中国科学院数学与系统科学研究院期刊网
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Mathematica Numerica Sinica ›› 2021, Vol. 43 ›› Issue (3) : 337-353. DOI: 10.12286/jssx.j2019-0617
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FITTED FINITE VOLUME METHOD FOR PRICING EUROPEAN OPTIONS UNDER REGIME-SWITHCHING MERTON'S JUMP-DIFFUSION PROCESSES

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{{article.zuoZheEn_L}}. {{article.title_en}}. Mathematica Numerica Sinica, 2021, 43(3): 337-353 https://doi.org/10.12286/jssx.j2019-0617

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