Comparison and survey of finite difference methods for pricing American options under finite activity jump-diffusion models. - Santtu Salmi; Jari Toivanen (Int. J. Comput. Math., 2012)

Iterative Methods for Pricing American Options under the Bates Model. - Santtu Salmi; Jari Toivanen; Lina von Sydow (ICCS, 2013)

An IMEX-Scheme for Pricing Options under Stochastic Volatility Models with Jumps. - Santtu Salmi; Jari Toivanen; Lina von Sydow (SIAM J. Sci. Comput., 2014)