The following pages link to Yingzi Chen (Q507853):
Displaying 5 items.
- Fast numerical valuation of options with jump under Merton's model (Q507854) (← links)
- Numerical solutions of SDEs with Markovian switching and jumps under non-Lipschitz conditions (Q2315815) (← links)
- On the Variable Two-Step IMEX BDF Method for Parabolic Integro-differential Equations with Nonsmooth Initial Data Arising in Finance (Q5232287) (← links)
- An IMEX‐BDF2 compact scheme for pricing options under regime‐switching jump‐diffusion models (Q5380920) (← links)
- High order ADI splitting scheme for stochastic volatility model with jump (Q6665171) (← links)
