{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2026,3,16]],"date-time":"2026-03-16T17:20:08Z","timestamp":1773681608946,"version":"3.50.1"},"reference-count":21,"publisher":"Elsevier BV","license":[{"start":{"date-parts":[[2014,11,1]],"date-time":"2014-11-01T00:00:00Z","timestamp":1414800000000},"content-version":"tdm","delay-in-days":0,"URL":"https:\/\/www.elsevier.com\/tdm\/userlicense\/1.0\/"}],"content-domain":{"domain":["elsevier.com","sciencedirect.com"],"crossmark-restriction":true},"short-container-title":["Applied Mathematics and Computation"],"published-print":{"date-parts":[[2014,11]]},"DOI":"10.1016\/j.amc.2014.08.002","type":"journal-article","created":{"date-parts":[[2014,9,3]],"date-time":"2014-09-03T00:00:40Z","timestamp":1409702440000},"page":"316-335","update-policy":"https:\/\/doi.org\/10.1016\/elsevier_cm_policy","source":"Crossref","is-referenced-by-count":3,"special_numbering":"C","title":["The applications of partial integro-differential equations related to adaptive wavelet collocation methods for viscosity solutions to jump-diffusion models"],"prefix":"10.1016","volume":"246","author":[{"given":"Hua","family":"Li","sequence":"first","affiliation":[]},{"given":"Lan","family":"Di","sequence":"additional","affiliation":[]},{"given":"Antony","family":"Ware","sequence":"additional","affiliation":[]},{"given":"George","family":"Yuan","sequence":"additional","affiliation":[]}],"member":"78","reference":[{"issue":"3","key":"10.1016\/j.amc.2014.08.002_b0005","doi-asserted-by":"crossref","first-page":"271","DOI":"10.3233\/ASY-1991-4305","article-title":"Convergence of approximation schemes for fully nonlinear second order equations","volume":"4","author":"Barles","year":"1991","journal-title":"Asymptot. Anal."},{"issue":"7","key":"10.1016\/j.amc.2014.08.002_b0010","first-page":"787","article-title":"Nonlinear integro-differential evolution problems arising in option pricing: a viscosity solutions approach","volume":"16","author":"Amadori","year":"2003","journal-title":"Differ. Integral Equ."},{"key":"10.1016\/j.amc.2014.08.002_b0015","unstructured":"M. Briani. Numerical methods for option pricing in jump-diffusion markets (Ph.D. thesis), University of Rome La Sapienza, 2003."},{"key":"10.1016\/j.amc.2014.08.002_b0020","unstructured":"A. Matache, C. Schwab, T.P. Wihler. Fast numerical solution of parabolic integro-differential equations with applications in finance. IMA Preprint Series # 1954, 2004."},{"key":"10.1016\/j.amc.2014.08.002_b0025","unstructured":"D. L. Donoho, Interpolating wavelet transforms, Preprint Department of Statistics, Stanford University, 1992."},{"key":"10.1016\/j.amc.2014.08.002_b0030","unstructured":"M.A.H. Dempster, A. Eswaran, Solution of PDEs by wavelet methods, 2001."},{"key":"10.1016\/j.amc.2014.08.002_b0035","unstructured":"S. Bertoluzza, G. Naldi, A wavelet collocation method for the numerical solution of partial differential equations, Technical Report 887, Istituto di Analisi Numerica del CNR, Pavia(Italy), 1993."},{"key":"10.1016\/j.amc.2014.08.002_b0040","doi-asserted-by":"crossref","first-page":"33","DOI":"10.1006\/jcph.1995.1147","article-title":"A multilevel wavelet collocation method for solving PDE\u2019s in finite domain","volume":"120","author":"Vasilyev","year":"1995","journal-title":"J. Comput. Phys."},{"key":"10.1016\/j.amc.2014.08.002_b0045","unstructured":"W. Sweldens, The lifting scheme: a construction of second generation wavelets, Technical Report 1995:6, Industrial Mathematics Initiative, Department of Mathematics, University of South Carolina, 1995."},{"key":"10.1016\/j.amc.2014.08.002_b0050","doi-asserted-by":"crossref","first-page":"660","DOI":"10.1006\/jcph.2000.6638","article-title":"Second generation wavelet collocation method for the solution of partial differential equations","volume":"165","author":"Vasilyev","year":"2000","journal-title":"J. Comput. Phys."},{"key":"10.1016\/j.amc.2014.08.002_b0055","doi-asserted-by":"crossref","first-page":"412","DOI":"10.1016\/j.jcp.2004.12.013","article-title":"An adaptive multilevel wavelet collocation method for elliptic problems","volume":"206","author":"Vasilyev","year":"2005","journal-title":"J. Comput. Phys."},{"key":"10.1016\/j.amc.2014.08.002_b0060","unstructured":"H. Li, Adaptive wavelet collocation methods for option pricing PDEs (Ph.D. thesis), University of Calgary, 2006."},{"key":"10.1016\/j.amc.2014.08.002_b0065","doi-asserted-by":"crossref","first-page":"141","DOI":"10.1002\/cpa.3160440202","article-title":"Fast wavelet transforms and numerical algorithms i","volume":"44","author":"Beylkin","year":"1991","journal-title":"Commun. Pure Appl. Math."},{"issue":"6","key":"10.1016\/j.amc.2014.08.002_b0070","doi-asserted-by":"crossref","first-page":"1716","DOI":"10.1137\/0729097","article-title":"On the representation of operators in bases of compactly supported wavelets","volume":"6","author":"Beylkin","year":"1992","journal-title":"SIAM J. Numer. Anal."},{"issue":"2","key":"10.1016\/j.amc.2014.08.002_b0075","doi-asserted-by":"crossref","first-page":"507","DOI":"10.1137\/0730024","article-title":"Using refinement equation for evaluating integrals of wavelets","volume":"30","author":"Dahmen","year":"1993","journal-title":"SIAM J. Numer. Anal."},{"key":"10.1016\/j.amc.2014.08.002_b0080","series-title":"Levy Processes","author":"Bertoin","year":"1996"},{"key":"10.1016\/j.amc.2014.08.002_b0085","series-title":"Financial Modelling with Jump Processes","author":"Cont","year":"2003"},{"key":"10.1016\/j.amc.2014.08.002_b0090","doi-asserted-by":"crossref","first-page":"79","DOI":"10.1023\/A:1009703431535","article-title":"The variance gamma process and option pricing","volume":"2","author":"Madan","year":"1998","journal-title":"Eur. Finance Rev."},{"key":"10.1016\/j.amc.2014.08.002_b0095","doi-asserted-by":"crossref","first-page":"41","DOI":"10.1007\/s007800050032","article-title":"Processes of normal inverse gaussian type","volume":"2","author":"Bammdorff-Nielsen","year":"1998","journal-title":"Finance Stochast."},{"issue":"71","key":"10.1016\/j.amc.2014.08.002_b0100","doi-asserted-by":"crossref","first-page":"371","DOI":"10.1086\/209749","article-title":"New insights into smile, mispricing and value at risk:the hyperbolic model","volume":"3","author":"Eberlein","year":"1998","journal-title":"J. Bus."},{"key":"10.1016\/j.amc.2014.08.002_b0105","doi-asserted-by":"crossref","first-page":"1086","DOI":"10.1287\/mnsc.48.8.1086.166","article-title":"A jump diffusion model for option pricing","volume":"48","author":"Kou","year":"2002","journal-title":"Management Sci."}],"container-title":["Applied Mathematics and Computation"],"original-title":[],"language":"en","link":[{"URL":"https:\/\/api.elsevier.com\/content\/article\/PII:S0096300314010960?httpAccept=text\/xml","content-type":"text\/xml","content-version":"vor","intended-application":"text-mining"},{"URL":"https:\/\/api.elsevier.com\/content\/article\/PII:S0096300314010960?httpAccept=text\/plain","content-type":"text\/plain","content-version":"vor","intended-application":"text-mining"}],"deposited":{"date-parts":[[2020,8,23]],"date-time":"2020-08-23T20:49:17Z","timestamp":1598215757000},"score":1,"resource":{"primary":{"URL":"https:\/\/linkinghub.elsevier.com\/retrieve\/pii\/S0096300314010960"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2014,11]]},"references-count":21,"alternative-id":["S0096300314010960"],"URL":"https:\/\/doi.org\/10.1016\/j.amc.2014.08.002","relation":{},"ISSN":["0096-3003"],"issn-type":[{"value":"0096-3003","type":"print"}],"subject":[],"published":{"date-parts":[[2014,11]]},"assertion":[{"value":"Elsevier","name":"publisher","label":"This article is maintained by"},{"value":"The applications of partial integro-differential equations related to adaptive wavelet collocation methods for viscosity solutions to jump-diffusion models","name":"articletitle","label":"Article Title"},{"value":"Applied Mathematics and Computation","name":"journaltitle","label":"Journal Title"},{"value":"https:\/\/doi.org\/10.1016\/j.amc.2014.08.002","name":"articlelink","label":"CrossRef DOI link to publisher maintained version"},{"value":"article","name":"content_type","label":"Content Type"},{"value":"Copyright \u00a9 2014 Elsevier Inc. All rights reserved.","name":"copyright","label":"Copyright"}]}}