The following publications are possibly variants of this publication:
- ESERK5: A fifth-order extrapolated stabilized explicit Runge-Kutta methodJ. Martín-Vaquero, A. Kleefeld. jcam, 356:22-36, 2019. [doi]
- Extrapolated stabilized explicit Runge-Kutta methodsJ. Martín-Vaquero, Britta Kleefeld. jcphy, 326:141-155, 2016. [doi]
- Stabilized explicit Runge-Kutta methods for multi-asset American optionsJ. Martín-Vaquero, A. Q. M. Khaliq, B. Kleefeld. cma, 67(6):1293-1308, 2014. [doi]