%0 Journal Article
%A Wang, Wansheng
%A Mao, Mengli
%A Wang, Zheng
%T An efficient variable step-size method for options pricing under jump-diffusion models with nonsmooth payoff function
%J ESAIM: Mathematical Modelling and Numerical Analysis 
%D 2021
%P 913-938
%V 55
%N 3
%I EDP-Sciences
%U https://www.numdam.org/articles/10.1051/m2an/2021012/
%R 10.1051/m2an/2021012
%G en
%F M2AN_2021__55_3_913_0