2024-03-28T21:02:32Z
https://oai.zbmath.org/v1/
oai:zbmath.org:6521551
2015-12-17T09:02:12Z
65
91
Kadalbajoo, Mohan K.; Tripathi, Lok Pati; Kumar, Alpesh
2015
6521551
English
Springer US, New York, NY
https://zbmath.org/06521551
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J. Sci. Comput. 65, No. 3, 979-1024 (2015).
91G60; 65M06; 65M70; 91G20
Second order accurate IMEX methods for option pricing under Merton and Kou jump-diffusion models
j