"A New Spectral Element Method for Pricing European Options Under the ..."

Feng Chen, Jie Shen, Haijun Yu (2012)

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DOI: 10.1007/S10915-011-9556-5

access: closed

type: Journal Article

metadata version: 2021-03-11

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Feng Chen, Jie Shen, Haijun Yu:
A New Spectral Element Method for Pricing European Options Under the Black-Scholes and Merton Jump Diffusion Models. J. Sci. Comput. 52(3): 499-518 (2012)

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