Financial engineering with finite elements /
Topper, Jürgen.
Chichester : Wiley,
c2005.
Includes bibliographical references (p. [343]-350) and index.
Introduction -- Some prototype models -- The conventional approach : finite differences -- Static 1D problems -- Dynamic 1D problems -- Static 2D problems -- Dynamic 2D problems -- Static 3D problems -- Dynamic 3D problems -- Nonlinear problems -- Future directions of research.
Financial engineering
Finite element method.