Nonconforming Least-Squares Spectral Element Method for European Options

Arbaz Khan, Pravir Dutt, Chandra Shekhar Upadhyay. Nonconforming Least-Squares Spectral Element Method for European Options. Computers & Mathematics with Applications, 70(1):47-65, 2015. [doi]

Authors

Arbaz Khan

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Pravir Dutt

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Chandra Shekhar Upadhyay

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