"Implicit-explicit Runge-Kutta methods for financial derivatives pricing ..."

Javier de Frutos (2006)

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DOI: 10.1016/J.EJOR.2005.01.013

access: closed

type: Journal Article

metadata version: 2020-02-21

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Javier de Frutos:
Implicit-explicit Runge-Kutta methods for financial derivatives pricing models. Eur. J. Oper. Res. 171(3): 991-1004 (2006)

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