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• A Second Order Numerical Scheme for Fractional Option Pricing Models

  Ling-Xi Zhang, Ren-Feng Peng, Jun-Feng Yin

  2021-02-23

  43601 3117 Pages:326-348

• Finite Volume Method for Pricing European and American Options under Jump-Diffusion Models

  Xiao-Ting Gan, Jun-Feng Yin & Yun-Xiang Guo

  2018-03-19

  37477 3242 Pages:227-247

• A Fast Shift-Splitting Iteration Method for Nonsymmetric Saddle Point Problems

  Quan-Yu Dou, Jun-Feng Yin & Ze-Yu Liao

  2018-03-19

  37291 4536 Pages:172-191