Fakharany, MohamedCompany Rossi, RafaelJódar Sánchez, Lucas Antonio2015-05-272015-05-272014-120096-3003https://riunet.upv.es/handle/10251/50839[EN] This paper provides a numerical analysis for European options under partial integro-differential Bates model. An explicit finite difference scheme has been used for the differential part, while the integral part has been approximated using the four-points open type formula. The stability and consistency have been studied. Moreover, conditions guaranteing positivity of the solutions are provided. Illustrative numerical examples are included.Reserva de todos los derechosPartial integro-differential equationBates modelNumerical analysisStability and positivityMATEMATICA APLICADAArtículo10.1016/j.amc.2014.10.064Abierto