中国科学院数学与系统科学研究院期刊网
IMPLICIT-EXPLICIT METHOD FOR PRICING AMERICAN OPTIONS UNDER MERTON AND KOU JUMP DIFFUSION MODELS
Chen Yingzi, Wang Wansheng, Xie Jiaquan
Mathematica Numerica Sinica . 2025, (1): 61 -78 .  DOI: 10.12286/jssx.j2024-1175