Xiaoting Gan, Junfeng Yin & Rui Li. (2023). On the Convergence of a Crank-Nicolson Fitted Finite Volume Method for Pricing European Options Under Regime-Switching Kou’s Jump-Diffusion Models.
            <i>Advances in Applied Mathematics and Mechanics</i>. <i>15</i> (5).
            1290-1314.
         doi:10.4208/aamm.OA-2021-0016