Philipp Dörsek, Eskil Hansen. High order splitting schemes with complex timesteps and their application in mathematical finance. J. Computational Applied Mathematics, 262:234-243, 2014. [doi]
@article{DorsekH14,
title = {High order splitting schemes with complex timesteps and their application in mathematical finance},
author = {Philipp Dörsek and Eskil Hansen},
year = {2014},
doi = {10.1016/j.cam.2013.07.037},
url = {http://dx.doi.org/10.1016/j.cam.2013.07.037},
researchr = {https://researchr.org/publication/DorsekH14},
cites = {0},
citedby = {0},
journal = {J. Computational Applied Mathematics},
volume = {262},
pages = {234-243},
}