Nonconforming Least-Squares Spectral Element Method for European Options-Reference-Cited by-同舟云学术

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Nonconforming Least-Squares Spectral Element Method for European Options

Published:2015-07 Issue:1 Volume:70 Page:47-65
ISSN:0898-1221
Container-title:Computers & Mathematics with Applications
language:en
Short-container-title:Computers & Mathematics with Applications

Author:

Khan Arbaz,Dutt Pravir,Upadhyay Chandra Shekhar

Funder

CSIR (Council of Scientific and Industrial Research, India)

Publisher

Elsevier BV

Subject

Computational Mathematics,Computational Theory and Mathematics,Modelling and Simulation

Reference19 articles.

1. The pricing of options and corporate liabilities;Black;J. Polit. Econ.,1973

2. Computational Methods for Option Pricing;Achdou,2005

3. Numerical Analysis of Spectral Methods: Theory and Application;Gottlieb,1977

4. Design of high perfomance financial modelling environment;Bunnin;Parallel Comput.,2000

5. Chebyshev spectral method for singular moving boundary problems with application to finance;Greenberg,2003

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1. Nonconforming spectral element method: a friendly introduction in one dimension and a short review in higher dimensions;Computational and Applied Mathematics;2023-04

2. A Bilinear Pseudo-spectral Method for Solving Two-asset European and American Pricing Options;Computational Economics;2023-02-17

3. Multidomain Legendre-Galerkin Least-Squares Method for Linear Differential Equations with Variable Coefficients;Numerical Mathematics: Theory, Methods and Applications;2020-06

4. Spectral Method and Spectral Element Method for Three Dimensional Linear Elliptic System: Analysis and Application;Journal of Scientific Computing;2020-02

5. Multidomain Legendre-Galerkin Chebyshev collocation least squares method for one-dimensional problems with two nonhomogeneous jump conditions;International Journal of Computer Mathematics;2018-12-31

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