von Sydow, L., Toivanen, J., & Zhang, C. (2015). Adaptive finite differences and IMEX time-stepping to price options under Bates model. International Journal of Computer Mathematics, 92(12), 2515. https://doi.org/10.1080/00207160.2015.1072173
Chicago Style (17th ed.) Citationvon Sydow, L., J. Toivanen, and C. Zhang. "Adaptive Finite Differences and IMEX Time-stepping to Price Options Under Bates Model." International Journal of Computer Mathematics 92, no. 12 (2015): 2515. https://doi.org/10.1080/00207160.2015.1072173.
MLA (9th ed.) Citationvon Sydow, L., et al. "Adaptive Finite Differences and IMEX Time-stepping to Price Options Under Bates Model." International Journal of Computer Mathematics, vol. 92, no. 12, 2015, p. 2515, https://doi.org/10.1080/00207160.2015.1072173.