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2023. On the Convergence of a Crank-Nicolson Fitted Finite Volume Method for Pricing European Options Under Regime-Switching Kou’s Jump-Diffusion Models. Advances in Applied Mathematics and Mechanics. 15, 5 (June 2023), 1290–1314. DOI:https://doi.org/10.4208/aamm.OA-2021-0016.