A High-precision Implicit Difference Scheme for Asian Power Option Pricing Under Jump-fractal Process and Its Stability and Convergence Analysis

SUN Yudong; XIE Wanshan

doi:10.13501/j.cnki.42-1908/n.2021.09.008

Home>Articles>A High-precision Implicit Difference Scheme for Asian Power Option Pricing Under Jump-fractal Process and Its Stability and Convergence Analysis

DOI: 10.13501/j.cnki.42-1908/n.2021.09.008

A High-precision Implicit Difference Scheme for Asian Power Option Pricing Under Jump-fractal Process and Its Stability and Convergence Analysis

SUN Yudong

XIE Wanshan

Machine-generated Keywords：

Publication Date：2021-09-20

Online Publishing Date：2025-08-15(First online date of this platform, not the publication date of the document)

Pages：6( 279-284 )

Journal of Hubei MinZu University（Natural Sciences Edition）

ISSN：1008-8423

Year, Vol.(Issue)：2021,39(3)