Willem Hundsdorfer, Karel J. in 't Hout. On Multistep Stabilizing Correction Splitting Methods with Applications to the Heston Model. SIAM J. Scientific Computing, 40(3), 2018. [doi]
@article{HundsdorferH18,
title = {On Multistep Stabilizing Correction Splitting Methods with Applications to the Heston Model},
author = {Willem Hundsdorfer and Karel J. in 't Hout},
year = {2018},
doi = {10.1137/17M1146026},
url = {https://doi.org/10.1137/17M1146026},
researchr = {https://researchr.org/publication/HundsdorferH18},
cites = {0},
citedby = {0},
journal = {SIAM J. Scientific Computing},
volume = {40},
number = {3},
}