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Philosophical Transactions: Mathematical, Physical and Engineering Sciences, ISSN 1364-503X, 11/2011, Volume 369, Issue 1954, pp. 4331 - 4351
Journal Article
IEEE Transactions on Biomedical Engineering, ISSN 0018-9294, 10/2009, Volume 56, Issue 10, pp. 2546 - 2548
Journal Article
Journal of Computational and Applied Mathematics, ISSN 0377-0427, 2008, Volume 222, Issue 1, pp. 3 - 16
We derive and analyze a penalty method for solving American multi-asset option problems. A small, non-linear penalty term is added to the Black–Scholes... 
Penalty methods | Numerical solution | American options | MATHEMATICS, APPLIED | APPROXIMATION | BOUNDARY-CONDITIONS | VALUATION
Journal Article
Journal of the Royal Society Interface, ISSN 1742-5689, 08/2011, Volume 8, Issue 61, pp. 1212 - 1216
Journal Article
International Journal of Computational Science and Engineering, ISSN 1742-7185, 2009, Volume 4, Issue 4, pp. 231 - 244
International Journal of Computational Science and Engineering 4(4), pp. 231-244 (2009) At the heart of any finite element simulation is the assembly of... 
Code generation | Finite elements | UFC | Unified form-assembly code | Assembly | Implementation | Mathematics - Numerical Analysis
Journal Article
Computing in Science & Engineering, ISSN 1521-9615, 05/2007, Volume 9, Issue 3, pp. 48 - 51
Journal Article
Future Generation Computer Systems, ISSN 0167-739X, 2006, Volume 22, Issue 1, pp. 123 - 157
Scientific computing is usually associated with compiled languages for maximum efficiency. However, in a typical application program, only a small part of the... 
BSP | Parallel programming | Python
Journal Article
The Journal of Computational Finance, ISSN 1460-1559, 2002, Volume 5, Issue 4, pp. 69 - 97
Journal Article
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