%0 Journal Article %1 journals/jscic/ChenSY12 %A Chen, Feng %A Shen, Jie %A Yu, Haijun %D 2012 %J J. Sci. Comput. %K dblp %N 3 %P 499-518 %T A New Spectral Element Method for Pricing European Options Under the Black-Scholes and Merton Jump Diffusion Models. %U http://dblp.uni-trier.de/db/journals/jscic/jscic52.html#ChenSY12 %V 52

@article{journals/jscic/ChenSY12, added-at = {2012-07-20T00:00:00.000+0200}, author = {Chen, Feng and Shen, Jie and Yu, Haijun}, biburl = {https://puma.ub.uni-stuttgart.de/bibtex/2683da2dc30aa6a24f0fdb7d48d794319/dblp}, ee = {http://dx.doi.org/10.1007/s10915-011-9556-5}, interhash = {7d127589e744bbe74d15481ec110ba5d}, intrahash = {683da2dc30aa6a24f0fdb7d48d794319}, journal = {J. Sci. Comput.}, keywords = {dblp}, number = 3, pages = {499-518}, timestamp = {2016-02-02T03:05:48.000+0100}, title = {A New Spectral Element Method for Pricing European Options Under the Black-Scholes and Merton Jump Diffusion Models.}, url = {http://dblp.uni-trier.de/db/journals/jscic/jscic52.html#ChenSY12}, volume = 52, year = 2012 }