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}, }