Implicit-explicit Runge-Kutta methods for financial derivatives pricing models
type: Item
instance of: scholarly article
title: Implicit-explicit Runge-Kutta methods for financial derivatives pricing models
zbMATH Open document ID: 1115.91029
published in: European Journal of Operational Research
publication date: 2006-03-22T00:00:00Z
Mathematics Subject Classification ID: 91B28
Mathematics Subject Classification ID: 65L06
Mathematics Subject Classification ID: 65M20
zbMATH DE Number: 5014268
zbMATH Keywords: finance
zbMATH Keywords: American options
zbMATH Keywords: implicit-explicit Runge-Kutta methods
zbMATH Keywords: finite element method
author: Javier de Frutos
describes a project that uses: RODAS
MaRDI profile type: Publication
full work available at URL: j.ejor.2005.01.013
OpenAlex ID: W2031299990
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DOI: 10.1016/J.EJOR.2005.01.013
description: scientific article; zbMATH DE number 5014268