"A Spectral Element Approximation to Price European Options. II. The ..."

Wuming Zhu, David A. Kopriva (2009)

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DOI: 10.1007/S10915-009-9270-8

access: closed

type: Journal Article

metadata version: 2017-05-18

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Wuming Zhu, David A. Kopriva:
A Spectral Element Approximation to Price European Options. II. The Black-Scholes Model with Two Underlying Assets. J. Sci. Comput. 39(3): 323-339 (2009)

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