A Posteriori Error Control and Adaptivity for the IMEX BDF2 Method for PIDEs with Application to Options Pricing Models

Wansheng Wang, Mengli Mao, Yi Huang. A Posteriori Error Control and Adaptivity for the IMEX BDF2 Method for PIDEs with Application to Options Pricing Models. J. Sci. Comput., 93(2):55, 2022. [doi]

Abstract

Abstract is missing.