Quanto option pricing with a jump diffusion process. - Wenhan Li; Lixia Liu; Cuixiang Li; Lv Guiwen (Commun. Stat. Simul. Comput., 2022)

Pricing vulnerable options under jump diffusion processes using double Mellin transform. - Cuixiang Li; Huili Liu; Lixia Liu; Qiumei Yao (Commun. Stat. Simul. Comput., 2023)