@article{M2AN_2021__55_3_913_0,
     author = {Wang, Wansheng and Mao, Mengli and Wang, Zheng},
     title = {An efficient variable step-size method for options pricing under jump-diffusion models with nonsmooth payoff function},
     journal = {ESAIM: Mathematical Modelling and Numerical Analysis },
     pages = {913--938},
     year = {2021},
     publisher = {EDP-Sciences},
     volume = {55},
     number = {3},
     doi = {10.1051/m2an/2021012},
     mrnumber = {4253168},
     language = {en},
     url = {https://www.numdam.org/articles/10.1051/m2an/2021012/}
}