状态转换下美式跳扩散期权的修正Crank-Nicolson拟合有限体积法
甘小艇, 江忠东, 李保荣
A Modified Crank-Nicolson Fitted Finite Volume Method for American Options Under Regime-Switching Jump-Diffusion Processes
GAN Xiaoting, JIANG Zhongdong, LI Baorong
系统科学与数学
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2021, (1): 178
-196
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DOI: 10.12341/jssms14103
