@inbook{12415,
  author = {Ola Skavhaug and Bj{\o}rn Nielsen and Aslak Tveito},
  title = {Mathematical Models of Financial Derivatives},
  year = {2003},
  journal = {Advanced Topics in Computational Partial Differential Equations -Numerical Methods and Diffpack Programming},
  pages = {451-482},
  publisher = {Springer},
  editor = {Hans Langtangen and Aslak Tveito},
}