A spectral element approximation to price European options. II. the Black-Scholes model with two underlying assets
type: Item
instance of: scholarly article
title: A spectral element approximation to price European options. II. the Black-Scholes model with two underlying assets
zbMATH Open document ID: 1203.91305
author: Wuming Zhu
author: David A. Kopriva
published in: Journal of Scientific Computing
publication date: 2011-01-16T00:00:00Z
Mathematics Subject Classification ID: 91G60
Mathematics Subject Classification ID: 65M70
zbMATH DE Number: 5837407
zbMATH Keywords: spectral element
zbMATH Keywords: Black-Scholes
zbMATH Keywords: multiple asset options
MaRDI profile type: Publication
full work available at URL: s10915-009-9270-8
OpenAlex ID: W1986334186
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DOI: 10.1007/S10915-009-9270-8
description: scientific article; zbMATH DE number 5837407