%0 Journal Article %1 journals/ijcm/SydowTZ15 %A von Sydow, Lina %A Toivanen, Jari %A Zhang, C. %D 2015 %J Int. J. Comput. Math. %K dblp %N 12 %P 2515-2529 %T Adaptive finite differences and IMEX time-stepping to price options under Bates model. %U http://dblp.uni-trier.de/db/journals/ijcm/ijcm92.html#SydowTZ15 %V 92

@article{journals/ijcm/SydowTZ15, added-at = {2022-03-16T00:00:00.000+0100}, author = {von Sydow, Lina and Toivanen, Jari and Zhang, C.}, biburl = {https://www.bibsonomy.org/bibtex/2d632204dd381d96164d9ab5f43c062c7/dblp}, ee = {https://www.wikidata.org/entity/Q110234082}, interhash = {cd12a6250d43d062c8567b18ce7eac33}, intrahash = {d632204dd381d96164d9ab5f43c062c7}, journal = {Int. J. Comput. Math.}, keywords = {dblp}, number = 12, pages = {2515-2529}, timestamp = {2024-04-08T12:00:33.000+0200}, title = {Adaptive finite differences and IMEX time-stepping to price options under Bates model.}, url = {http://dblp.uni-trier.de/db/journals/ijcm/ijcm92.html#SydowTZ15}, volume = 92, year = 2015 }