"Adaptive finite differences and IMEX time-stepping to price options under ..."

Lina von Sydow, Jari Toivanen, C. Zhang (2015)

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DOI: 10.1080/00207160.2015.1072173

access: closed

type: Journal Article

metadata version: 2022-03-16

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Lina von Sydow, Jari Toivanen, C. Zhang:
Adaptive finite differences and IMEX time-stepping to price options under Bates model. Int. J. Comput. Math. 92(12): 2515-2529 (2015)

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