An efficient symmetric finite volume element method for second-order variable coefficient parabolic integro-differential equations. - Xiaoting Gan; Dengguo Xu (Comput. Appl. Math., 2020)

A robust numerical method for pricing American options under Kou's jump-diffusion models based on penalty method. - Xiaoting Gan; Ying Yang; Kun Zhang (J. Appl. Math. Comput., 2020)