The Citing articles tool gives a list of articles citing the current article. The citing articles come from EDP Sciences database, as well as other publishers participating in CrossRef Cited-by Linking Program . You can set up your personal account to receive an email alert each time this article is cited by a new article (see the menu on the right-hand side of the abstract page).
Cited article:
Sunju Lee , Younhee Lee
ESAIM: M2AN, 53 5 (2019) 1741-1762
Published online: 2019-09-26
This article has been cited by the following article(s):
5 articles
A Convergent Fourth-Order Finite Difference Scheme for the Black–Scholes Equation
Seungyoon Kang, Soobin Kwak, Gyeonggyu Lee, Yougjin Hwang, Seokjun Ham and Junseok Kim Computational Economics (2025) https://doi.org/10.1007/s10614-025-10945-w
Real option pricing under the regime-switching model with jumps on a finite time horizon
Sunju Lee and Younhee Lee Journal of Computational and Applied Mathematics 448 115893 (2024) https://doi.org/10.1016/j.cam.2024.115893
Implicit-explicit Runge–Kutta methods for pricing financial derivatives in state-dependent regime-switching jump-diffusion models
Vikas Maurya, Ankit Singh and Manoj K. Rajpoot Journal of Applied Mathematics and Computing 70 (2) 1601 (2024) https://doi.org/10.1007/s12190-024-02020-8
RBF-FD based some implicit-explicit methods for pricing option under regime-switching jump-diffusion model with variable coefficients
Rajesh Yadav, Deepak Kumar Yadav and Alpesh Kumar Numerical Algorithms 97 (2) 645 (2024) https://doi.org/10.1007/s11075-023-01719-2
Penalty method for indifference pricing of American option in a liquidity switching market
Tihomir B. Gyulov and Miglena N. Koleva Applied Numerical Mathematics 172 525 (2022) https://doi.org/10.1016/j.apnum.2021.11.002