Jingtang Ma, Han Wang. Convergence rates of moving mesh methods for moving boundary partial integro-differential equations from regime-switching jump-diffusion Asian option pricing. J. Computational Applied Mathematics, 370, 2020. [doi]
@article{MaW20,
title = {Convergence rates of moving mesh methods for moving boundary partial integro-differential equations from regime-switching jump-diffusion Asian option pricing},
author = {Jingtang Ma and Han Wang},
year = {2020},
doi = {10.1016/j.cam.2019.112598},
url = {https://doi.org/10.1016/j.cam.2019.112598},
researchr = {https://researchr.org/publication/MaW20},
cites = {0},
citedby = {0},
journal = {J. Computational Applied Mathematics},
volume = {370},
}