The numerical approximation of nonlinear Black-Scholes model for exotic path-dependent American options with transaction cost. - Muhammad S. Yousuf; A. Q. M. Khaliq; Britta Kleefeld (Int. J. Comput. Math., 2012)

Stabilized explicit Runge-Kutta methods for multi-asset American options. - J. Martín-Vaquero; A. Q. M. Khaliq; Britta Kleefeld (Comput. Math. Appl., 2014)

SERK2v3: Solving mildly stiff nonlinear partial differential equations. - Britta Kleefeld; J. Martín-Vaquero (J. Comput. Appl. Math., 2016)

Extrapolated stabilized explicit Runge-Kutta methods. - J. Martín-Vaquero; Britta Kleefeld (J. Comput. Phys., 2016)