Numerical Methods for Financial DerivativesAuthorsO. Skavhaug, B. F. Nielsen and A. TveitoEditorsH. P. Langtangen and A. TveitoStatusPublishedPublication typeBook ChapterYear of publication2003JournalAdvanced Topics in Computational Partial Differential Equations -Numerical Methods and Diffpack ProgrammingPublisherSpringerCitation key12416Google Scholar BibTex