Financial engineering with finite elements - Topper, Jurgen (Chichester, England : Wiley, 2005)
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
Includes bibliographical references (p. [343]-350) and index
Keywords: Financial engineering -- Econometric models; Finite element method