Conference Proceedings

Lai, Choi-Hong, Crane, Diane and Davies, Alan (2007) On a parallel time-domain method for the nonlinear Black-Scholes equation. In: Domain Decomposition Methods in Science and Engineering XVI. Lecture Notes in Computational Science and Engineering (55). Springer Berlin Heidelberg, Berlin, Heidelberg, Germany, pp. 659-666. ISBN 9783540344681 ISSN 1439-7358 (doi:10.1007/978-3-540-34469-8_82)

Crann, Diane, Davies, Alan, Lai, Choi-Hong ORCID: https://orcid.org/0000-0002-7558-6398 and Leong, Swee (1998) Time domain decomposition for European options in financial modelling. In: Contemporary Mathematics: Domain Decomposition Methods 10. American Mathematical Society, Providence, RI, USA, pp. 486-491. ISBN 978-0-8218-0988-4 (doi:10.1090/conm/218)