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Numerical Valuation of European and American Options under Kou's Jump-Diffusion Model.. SIAM J. Sci. Comput., 30 (4): 1949-1970 (2008)A Parallel Fast Direct Solver with Applications., , and . HPCN Europe, volume 1401 of Lecture Notes in Computer Science, page 910-912. Springer, (1998)Numerical Experiments with a Parallel Fast Direct Elliptic Solver on Cray T3E., and . Euro-Par, volume 1300 of Lecture Notes in Computer Science, page 722-725. Springer, (1997)A Parallel Fast Direct Solver for the Discrete Solution of Separable Elliptic Equations., and . PPSC, SIAM, (1997)Operator splitting methods for pricing American options under stochastic volatility., and . Numerische Mathematik, 113 (2): 299-324 (2009)Iterative Methods for Pricing American Options under the Bates Model., , and . ICCS, volume 18 of Procedia Computer Science, page 1136-1144. Elsevier, (2013)An adaptive evolutionary algorithm with intelligent mutation local searchers for designing multidrug therapies for HIV., , and . Appl. Intell., 27 (3): 219-235 (2007)Fast Poisson Solvers for Graphics Processing Units., , and . PARA, volume 7782 of Lecture Notes in Computer Science, page 265-279. Springer, (2012)An IMEX-Scheme for Pricing Options under Stochastic Volatility Models with Jumps., , and . SIAM J. Sci. Comput., (2014)Parallel Solution of Optimal Shape Design Problem Governed by Helmholtz/Potential Flow Equations., and . PPSC, page 102-103. SIAM, (1995)