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]

@article{KhanDU15,
  title = {Nonconforming Least-Squares Spectral Element Method for European Options},
  author = {Arbaz Khan and Pravir Dutt and Chandra Shekhar Upadhyay},
  year = {2015},
  doi = {10.1016/j.camwa.2015.04.019},
  url = {http://dx.doi.org/10.1016/j.camwa.2015.04.019},
  researchr = {https://researchr.org/publication/KhanDU15},
  cites = {0},
  citedby = {0},
  journal = {Computers & Mathematics with Applications},
  volume = {70},
  number = {1},
  pages = {47-65},
}