A hybrid finite difference scheme for pricing Asian options (Q298703): Difference between revisions

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+https://doi.org/10.1016/j.amc.2014.12.007
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+W2050276432
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+PRICING OF AMERICAN PATH-DEPENDENT CONTINGENT CLAIMS
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+Numerical solution of variational inequalities for pricing Asian options by higher order Lagrange--Galerkin methods
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+Prices and sensitivities of Asian options: A survey
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+A different approach for pricing Asian options
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+BESSEL PROCESSES, ASIAN OPTIONS, AND PERPETUITIES
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