Yi, Son-Young; Lee, Kiseop Numerical study for European option pricing equations with non-Levy jumps. (English) Zbl 1471.91623 Appl. Anal. 100, No. 7, 1454-1470 (2021). MSC: 91G60 65M06 91G20 60H30 60J74 PDFBibTeX XMLCite \textit{S.-Y. Yi} and \textit{K. Lee}, Appl. Anal. 100, No. 7, 1454--1470 (2021; Zbl 1471.91623) Full Text: DOI
Ha, Taeyoung; Kim, Myoungnyoun; Lee, Kiseop Comparison of numerical methods on pricing equations with non-Lévy jumps. (English) Zbl 1349.91307 J. Appl. Math. Comput. 52, No. 1-2, 87-99 (2016). MSC: 91G60 65L12 65C30 60H15 35R09 91G20 PDFBibTeX XMLCite \textit{T. Ha} et al., J. Appl. Math. Comput. 52, No. 1--2, 87--99 (2016; Zbl 1349.91307) Full Text: DOI
Wang, Wei; Jin, Zhuo; Qian, Linyi; Su, Xiaonan Local risk minimization for vulnerable European contingent claims on nontradable assets under regime switching models. (English) Zbl 1344.49031 Stochastic Anal. Appl. 34, No. 4, 662-678 (2016). MSC: 49J55 60H30 60H10 60J28 60J27 93E20 91B30 91G80 65C05 PDFBibTeX XMLCite \textit{W. Wang} et al., Stochastic Anal. Appl. 34, No. 4, 662--678 (2016; Zbl 1344.49031) Full Text: DOI
Wang, Wei; Qian, Linyi; Wang, Wensheng Hedging of contingent claims written on non traded assets under Markov-modulated models. (English) Zbl 1343.60118 Commun. Stat., Theory Methods 45, No. 12, 3577-3595 (2016). MSC: 60J28 60J27 91B70 91G80 91G60 65C05 PDFBibTeX XMLCite \textit{W. Wang} et al., Commun. Stat., Theory Methods 45, No. 12, 3577--3595 (2016; Zbl 1343.60118) Full Text: DOI