"A Spectral Element Method to Price European Options. I. Single Asset with ..."

Wuming Zhu, David A. Kopriva (2009)

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DOI: 10.1007/S10915-008-9267-8

access: closed

type: Journal Article

metadata version: 2017-05-18

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Wuming Zhu, David A. Kopriva:
A Spectral Element Method to Price European Options. I. Single Asset with and without Jump Diffusion. J. Sci. Comput. 39(2): 222-243 (2009)

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