Last update: Fri Mar 23 02:13:54 MDT 2018
@Article{Lee:2013:TIM,
author = "Jaewook Lee and Younhee Lee",
title = "Tridiagonal implicit method to evaluate {European} and
{American} options under infinite activity {L{\'e}vy}
models",
journal = j-J-COMPUT-APPL-MATH,
volume = "237",
number = "1",
pages = "234--243",
day = "1",
month = jan,
year = "2013",
CODEN = "JCAMDI",
ISSN = "0377-0427 (print), 1879-1778 (electronic)",
ISSN-L = "0377-0427",
bibdate = "Sat Feb 25 13:24:40 MST 2017",
bibsource = "http://www.math.utah.edu/pub/tex/bib/jcomputapplmath2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0377042712003184",
acknowledgement = ack-nhfb,
fjournal = "Journal of Computational and Applied Mathematics",
journal-URL = "http://www.sciencedirect.com/science/journal/03770427",
}