Variable step-size IMEX scheme for a partial differential equation with delays and mixed derivative from option pricing under hard-to-borrow model

Computers & Mathematics with Applications 2026

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Authors: Yong Chen

DOI: 10.1016/j.camwa.2026.02.003

Cited by: 0

References: 19

Fields of Study & Subjects

Differential Equations and Numerical Methods Numerical methods for differential equations Stochastic processes and financial applications

References 19