Numerical Solution of the American Option Pricing ProblemCarl Chiarella, Boda Kang, Gunter H. Meyer · First published 2014Open the Tome
Time-Discrete Method of Lines for Options and BondsGunter H. Meyer · First published 2014Open the Tome
Separation of Variables for Partial Differential EquationsGeorge Cain, Gunter H. Meyer · First published 2005Open the Tome