March 15, 2009 article Efficient L-stable method for parabolic problems with application to pricing American options under stochastic volatility Applied Mathematics and Computation DOI: 10.1016/j.amc.2009.02.060 OpenAlex Authors 0 Author list not loaded yet. Cited by 1 stored of 13 Search Sort Most cited Newest Oldest Patent citations Title Any typearticle review book-chapter conference-paper preprint dissertation book dataset other Any fieldAgricultural and Biological Sciences Arts and Humanities Biochemistry, Genetics and Molecular Biology Business, Management and Accounting Chemical Engineering Chemistry Computer Science Decision Sciences Dentistry Earth and Planetary Sciences Economics, Econometrics and Finance Energy Engineering Environmental Science Health Professions Immunology and Microbiology Materials Science Mathematics Medicine Neuroscience Nursing Pharmacology, Toxicology and Pharmaceutics Physics and Astronomy Psychology Social Sciences Veterinary Open access A fourth-order exponential time differencing scheme with dimensional splitting for non-linear reaction–diffusion systems 2025 Journal of Computational and Applied Mathematics article Mathematics Numerical methods for differential equations 5 citations 1 result References 0