@article{imexschemesforaparabolicodesystemof,
  title = {IMEX schemes for a Parabolic-ODE system of European Options with Liquidity Shocks},
  year = {2015},
  eprint = {1503.09008},
  archivePrefix = {arXiv},
  url = {http://arxiv.org/abs/1503.09008v1},
}