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Chen Peimin
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2021
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2016
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Discrete Dynamics in Nature...
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Numerical Method for a System of PIDEs Arising in American Contingent Claims under FMLS Model with Jump Diffusion and Regime-Switching Process
Journal article
Discrete Dynamics in Nature and Society,2021, volume: 2021
Authors:
Fan, Congyin
;
Chen, Peimin
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Submit date:2025/03/25
Efficient option pricing in crisis based on dynamic elasticity of variance model
Journal article
Discrete Dynamics in Nature and Society,2016, volume: 2016
Authors:
Fan, Congyin
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Submit date:2025/03/25