On the finite element approximation of a cascade flow problem
Numerische Mathematik
Optimal finite-element interpolation on curved domains
SIAM Journal on Numerical Analysis
Coupling of finite and boundary element methods for an elastoplastic interface problem
SIAM Journal on Numerical Analysis
On a FEM--BEM Formulation for an Exterior Quasilinear Problem in the Plane
SIAM Journal on Numerical Analysis
A fully discrete BEM-FEM method for an exterior elasticity system in the plane
Journal of Computational and Applied Mathematics
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Asian options prices can be modelled in the Black-Scholes framework leading to two-factor models depending on the asset price, the average of the asset price and the time. They can also involve inequality constraints, as in the case of Amerasian options, ...