Convergence rates of moving mesh methods for moving boundary partial integro–differential equations from regime-switching jump-diffusion Asian option pricing
Ma, Jingtang, Wang, HanLanguage:
english
Journal:
Journal of Computational and Applied Mathematics
DOI:
10.1016/j.cam.2019.112598
Date:
November, 2019
File:
PDF, 468 KB
english, 2019