Adaptive finite differences and IMEX time-stepping to price options under Bates model.
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| Title: | Adaptive finite differences and IMEX time-stepping to price options under Bates model. |
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| Authors: | von Sydow, L.1, lina@it.uu.se, Toivanen, J.2,3, Zhang, C.1 |
| Source: | International Journal of Computer Mathematics; Dec2015, Vol. 92 Issue 12, p2515-2529, 15p |
| Database: | Applied Science & Technology Source |
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