ESAIM: Mathematical Modelling and Numerical Analysis (ESAIM: M2AN)

High order Semi-IMEX BDF schemes for nonlinear partial integro-differential equations arising in finance

Wansheng Wang, Mengli Mao, Xiao Jiang and Lehan Wang

ESAIM: M2AN, 59 2 (2025) 643-670

Published online: 11 February 2025

DOI: 10.1051/m2an/2025003

Wansheng Wang

Mengli Mao

Xiao Jiang

Lehan Wang

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