A variable step‐size extrapolated Crank–Nicolson method for option pricing under stochastic volatility model with jump
DOI10.1002/MMA.9682OpenAlexW4386914582MaRDI QIDQ6120406FDOQ6120406
Authors: Mengli Mao, Hongjiong Tian, Wansheng Wang 
Publication date: 25 March 2024
Published in: Mathematical Methods in the Applied Sciences (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1002/mma.9682
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