The following pages link to Mengli Mao (Q2026108):
Displaying 3 items.
- An efficient variable step-size method for options pricing under jump-diffusion models with nonsmooth payoff function (Q5154006) (← links)
- An efficient IMEX method for nonlinear functional differential equations with state-dependent delay (Q6101739) (← links)
- A variable step‐size extrapolated Crank–Nicolson method for option pricing under stochastic volatility model with jump (Q6120406) (← links)
