• Title of article

    Implicit–explicit Runge–Kutta methods for financial derivatives pricing models

  • Author/Authors

    Javier de Frutos، نويسنده ,

  • Issue Information
    روزنامه با شماره پیاپی سال 2006
  • Pages
    14
  • From page
    991
  • To page
    1004
  • Keywords
    finance , American Options , Implicit–explicit Runge–Kutta methods , Finite element method
  • Journal title
    European Journal of Operational Research
  • Serial Year
    2006
  • Journal title
    European Journal of Operational Research
  • Record number

    215920

    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=215920