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

Vikas Maurya, Ankit Singh, Manoj K. Rajpoot (2024)

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DOI: 10.1007/S12190-024-02020-8

access: closed

type: Journal Article

metadata version: 2024-05-04

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Vikas Maurya, Ankit Singh, Manoj K. Rajpoot:
Implicit-explicit Runge-Kutta methods for pricing financial derivatives in state-dependent regime-switching jump-diffusion models. J. Appl. Math. Comput. 70(2): 1601-1632 (2024)

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