{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2025,10,16]],"date-time":"2025-10-16T20:24:52Z","timestamp":1760646292659},"reference-count":30,"publisher":"Informa UK Limited","issue":"4","funder":[{"name":"National Group of Computing Science (GNCS-INdAM)"}],"content-domain":{"domain":["www.tandfonline.com"],"crossmark-restriction":true},"short-container-title":["International Journal of Computer Mathematics"],"published-print":{"date-parts":[[2016,4,2]]},"DOI":"10.1080\/00207160.2015.1020304","type":"journal-article","created":{"date-parts":[[2015,2,19]],"date-time":"2015-02-19T10:09:37Z","timestamp":1424340577000},"page":"696-722","update-policy":"http:\/\/dx.doi.org\/10.1080\/tandf_crossmark_01","source":"Crossref","is-referenced-by-count":11,"title":["A boundary element approach to barrier option pricing in Black\u2013Scholes framework"],"prefix":"10.1080","volume":"93","author":[{"given":"C.","family":"Guardasoni","sequence":"first","affiliation":[]},{"given":"S.","family":"Sanfelici","sequence":"additional","affiliation":[]}],"member":"301","published-online":{"date-parts":[[2015,4,11]]},"reference":[{"key":"CIT0001","doi-asserted-by":"publisher","DOI":"10.1007\/s00466-012-0796-5"},{"key":"CIT0002","doi-asserted-by":"publisher","DOI":"10.1016\/j.amc.2011.09.050"},{"key":"CIT0003","doi-asserted-by":"publisher","DOI":"10.1016\/j.apnum.2013.10.005"},{"key":"CIT0004","doi-asserted-by":"crossref","first-page":"61","DOI":"10.21314\/JCF.1999.043","volume":"2","author":"Carr P.","year":"1999","journal-title":"J. Comput. Financ."},{"key":"CIT0005","volume-title":"Boundary Element Methods","author":"Chen G.","year":"1992"},{"key":"CIT0006","doi-asserted-by":"publisher","DOI":"10.1016\/j.enganabound.2004.12.001"},{"key":"CIT0007","doi-asserted-by":"crossref","unstructured":"M. Costabel, Encyclopedia of Computational Mechanics: Time-dependent Problems with the Boundary Integral Equation Method, John Wiley and Sons, Ltd, West Sussex, 2004, 1\u201328.","DOI":"10.1002\/0470091355.ecm022"},{"key":"CIT0008","doi-asserted-by":"publisher","DOI":"10.1007\/s002110200405"},{"key":"CIT0009","doi-asserted-by":"publisher","DOI":"10.1093\/imanum\/drq036"},{"key":"CIT0010","doi-asserted-by":"publisher","DOI":"10.1007\/s00466-001-0293-8"},{"key":"CIT0011","volume-title":"Dynamic Asset Pricing Theory","author":"Duffie D.","year":"1996"},{"key":"CIT0012","doi-asserted-by":"publisher","DOI":"10.1145\/35078.214351"},{"issue":"2","key":"CIT0013","doi-asserted-by":"crossref","first-page":"131","DOI":"10.21314\/JOR.2007.164","volume":"10","author":"Fatone L.","year":"2008","journal-title":"Journal of Risk"},{"key":"CIT0014","first-page":"105","author":"Fusai G.","year":"2002","journal-title":"Rend. gli Studi Econ. Quant."},{"issue":"4","key":"CIT0015","doi-asserted-by":"crossref","first-page":"89","DOI":"10.21314\/JCF.2006.152","volume":"9","author":"Giles M.B.","year":"2006","journal-title":"J. Comput. Financ."},{"key":"CIT0017","doi-asserted-by":"publisher","DOI":"10.1090\/S0025-5718-1994-1208222-2"},{"key":"CIT0018","doi-asserted-by":"publisher","DOI":"10.1093\/rfs\/6.2.327"},{"key":"CIT0019","doi-asserted-by":"publisher","DOI":"10.4236\/ojmsi.2013.13006"},{"key":"CIT0020","volume-title":"Options, Futures, and Other Derivatives","author":"Hull J.C.","year":"2011","edition":"8"},{"key":"CIT0021","doi-asserted-by":"publisher","DOI":"10.1007\/978-3-540-34288-5_6"},{"key":"CIT0022","volume-title":"Numerical methods in economics","author":"Judd K.L.","year":"1998"},{"key":"CIT0023","first-page":"1","volume":"14341","author":"Kitov I.","year":"2009","journal-title":"Munich Personal RePEc Archive Paper"},{"key":"CIT0024","doi-asserted-by":"publisher","DOI":"10.1088\/1469-7688\/3\/2\/304"},{"key":"CIT0025","doi-asserted-by":"publisher","DOI":"10.1016\/S0377-0427(99)00230-7"},{"issue":"4","key":"CIT0026","doi-asserted-by":"crossref","first-page":"25","DOI":"10.21314\/JCF.2003.101","volume":"6","author":"Pooley D.M.","year":"2003","journal-title":"J. Comput. Financ."},{"key":"CIT0027","doi-asserted-by":"publisher","DOI":"10.1007\/BF01390130"},{"key":"CIT0028","doi-asserted-by":"publisher","DOI":"10.1007\/s10203-004-0046-1"},{"key":"CIT0029","volume-title":"Pricing Financial Instruments: The Finite Difference Method","author":"Tavella D.","year":"2000"},{"key":"CIT0030","volume-title":"Option Pricing: Mathematical Models and Computation","author":"Wilmott P.","year":"1993"},{"key":"CIT0031","doi-asserted-by":"publisher","DOI":"10.1016\/S0165-1889(00)00002-6"}],"container-title":["International Journal of Computer Mathematics"],"original-title":[],"language":"en","link":[{"URL":"http:\/\/www.tandfonline.com\/doi\/pdf\/10.1080\/00207160.2015.1020304","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2019,8,20]],"date-time":"2019-08-20T22:51:17Z","timestamp":1566341477000},"score":1,"resource":{"primary":{"URL":"http:\/\/www.tandfonline.com\/doi\/full\/10.1080\/00207160.2015.1020304"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2015,4,11]]},"references-count":30,"journal-issue":{"issue":"4","published-online":{"date-parts":[[2014,7,11]]},"published-print":{"date-parts":[[2016,4,2]]}},"alternative-id":["10.1080\/00207160.2015.1020304"],"URL":"https:\/\/doi.org\/10.1080\/00207160.2015.1020304","relation":{},"ISSN":["0020-7160","1029-0265"],"issn-type":[{"value":"0020-7160","type":"print"},{"value":"1029-0265","type":"electronic"}],"subject":[],"published":{"date-parts":[[2015,4,11]]},"assertion":[{"value":"The publishing and review policy for this title is described in its Aims & Scope.","order":1,"name":"peerreview_statement","label":"Peer Review Statement"},{"value":"http:\/\/www.tandfonline.com\/action\/journalInformation?show=aimsScope&journalCode=gcom20","URL":"http:\/\/www.tandfonline.com\/action\/journalInformation?show=aimsScope&journalCode=gcom20","order":2,"name":"aims_and_scope_url","label":"Aim & Scope"}]}}