1. A Discontinuous Galerkin Method for Pricing American Options Under the Constant Elasticity of Variance Model. (24th March 2015) Authors: Nicholls, David P.; Sward, Andrew Journal: Communications in computational physics Issue: Volume 17:Number 3(2015:Mar.) Page Start: 761 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗