TY  - JOUR
AU  - Wang, Wansheng
AU  - Mao, Mengli
AU  - Wang, Zheng
TI  - An efficient variable step-size method for options pricing under jump-diffusion models with nonsmooth payoff function
JO  - ESAIM: Mathematical Modelling and Numerical Analysis 
PY  - 2021
SP  - 913
EP  - 938
VL  - 55
IS  - 3
PB  - EDP-Sciences
UR  - https://www.numdam.org/articles/10.1051/m2an/2021012/
DO  - 10.1051/m2an/2021012
LA  - en
ID  - M2AN_2021__55_3_913_0
ER  -