DBLP Record 'journals/eor/Frutos06'

BibTeX

@article{DBLP:journals/eor/Frutos06,
  author    = {Javier de Frutos},
  title     = {Implicit-explicit Runge-Kutta methods for financial derivatives
               pricing models},
  journal   = {European Journal of Operational Research},
  volume    = {171},
  number    = {3},
  year      = {2006},
  pages     = {991-1004},
  ee        = {http://dx.doi.org/10.1016/j.ejor.2005.01.013},
  bibsource = {DBLP, http://dblp.uni-trier.de}
}