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"L∞-norm convergence rates of an IMEX scheme for ..."

Yong Chen, Ruizi Hu (2023)

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DOI: 10.1080/00207160.2023.2189048

access: closed

type: Journal Article

metadata version: 2023-08-28

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Yong Chen, Ruizi Hu:
L^∞-norm convergence rates of an IMEX scheme for solving a partial integro-differential equation system arising from regime-switching jump-diffusion Asian option pricing. Int. J. Comput. Math. 100(6): 1373-1394 (2023)

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