Nonconforming least-squares spectral element method for European options (Q2007189): Difference between revisions

@@ Property / author @@
-Pravir K. Dutt
@@ Property / author: Pravir K. Dutt / rank @@
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@@ Property / author @@
-Chandra Shekhar Upadhyay
@@ Property / author: Chandra Shekhar Upadhyay / rank @@
-Normal rank
@@ Property / author @@
+Pravir K. Dutt
@@ Property / author: Pravir K. Dutt / rank @@
+Normal rank
@@ Property / author @@
+Chandra Shekhar Upadhyay
@@ Property / author: Chandra Shekhar Upadhyay / rank @@
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+MaRDI publication profile
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+https://doi.org/10.1016/j.camwa.2015.04.019
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+W224521294
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@@ Property / cites work @@
+The Pricing of Options and Corporate Liabilities
@@ Property / cites work: The Pricing of Options and Corporate Liabilities / rank @@
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@@ Property / cites work @@
+Computational Methods for Option Pricing
@@ Property / cites work: Computational Methods for Option Pricing / rank @@
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@@ Property / cites work @@
+Q4199478
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+Design of high performance financial modelling environment
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+A spectral method for bonds
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+A spectral element method to price European options. I. Single asset with and without jump diffusion
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+Time Discretization of Parabolic Problems by the HP-Version of the Discontinuous Galerkin Finite Element Method
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+Spectral element methods for parabolic problems
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+Q5664249
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+Filters, mollifiers and the computation of the Gibbs phenomenon
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+Optimal filter and mollifier for piecewise smooth spectral data
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+Spectral Methods for Periodic Initial Value Problems with Nonsmooth Data
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+\(h\)-\(p\) spectral element method for elliptic problems on nonsmooth domains using parallel computers
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+Least-squares finite element methods
@@ Property / cites work: Least-squares finite element methods / rank @@
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+Preconditioners for spectral element methods for elliptic and parabolic problems
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+Spectral methods for hyperbolic initial boundary value problems on parallel computers
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@@ links / mardi / name / links / mardi / name @@
+Publication:2007189