Compact IMEX scheme for a moving boundary PIDE system of the regime-switching jump-diffusion Asian option pricing
Crossref DOI link: https://doi.org/10.1007/s11075-023-01599-6
Published Online: 2023-07-04
Published Print: 2024-03
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Chen, Yong
Text and Data Mining valid from 2023-07-04
Version of Record valid from 2023-07-04
Article History
Received: 18 July 2022
Accepted: 9 June 2023
First Online: 4 July 2023
Declarations
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: Not applicable.
: The author agrees to publish the paper.
: The author declares no competing interests.