@article{ETNA_2013__40__a12, author = {Pindza, Edson and Patidar, Kailash C. and Ngounda, Edgard}, title = {Implicit-explicit predictor-corrector methods combined with improved spectral methods for pricing {European} style vanilla and exotic options}, journal = {Electronic transactions on numerical analysis}, pages = {268--293}, publisher = {mathdoc}, volume = {40}, year = {2013}, language = {en}, url = {http://geodesic.mathdoc.fr/item/ETNA_2013__40__a12/} }