Moving mesh methods for pricing Asian options with regime switching (Q908388): Difference between revisions

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Latest revision as of 09:44, 11 July 2024

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Moving mesh methods for pricing Asian options with regime switching
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    Moving mesh methods for pricing Asian options with regime switching (English)
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    4 February 2016
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    Asian option pricing
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    regime switching
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    moving mesh methods
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    convergence rates
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