A Spectral Element Method to Price European Options. I. Single Asset with and without Jump Diffusion. - Wuming Zhu; David A. Kopriva (J. Sci. Comput., 2009)

A Spectral Element Approximation to Price European Options. II. The Black-Scholes Model with Two Underlying Assets. - Wuming Zhu; David A. Kopriva (J. Sci. Comput., 2009)

A Spectral Element Approximation to Price European Options with One Asset and Stochastic Volatility. - Wuming Zhu; David A. Kopriva (J. Sci. Comput., 2010)