"Nonconforming Least-Squares Spectral Element Method for European Options."

Arbaz Khan, Pravir Dutt, Chandra Shekhar Upadhyay (2015)

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DOI: 10.1016/J.CAMWA.2015.04.019

access: open

type: Journal Article

metadata version: 2024-10-06

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Arbaz Khan, Pravir Dutt, Chandra Shekhar Upadhyay:
Nonconforming Least-Squares Spectral Element Method for European Options. Comput. Math. Appl. 70(1): 47-65 (2015)

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