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

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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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+An alternating-direction implicit difference scheme for pricing Asian options
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+Finite difference scheme with a moving mesh for pricing Asian options
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+High-order numerical methods for one-dimensional parabolic singularly perturbed problems with regular layers
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+A different approach for pricing Asian options
@@ Property / cites work: A different approach for pricing Asian options / rank @@
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+BESSEL PROCESSES, ASIAN OPTIONS, AND PERPETUITIES
@@ Property / cites work: BESSEL PROCESSES, ASIAN OPTIONS, AND PERPETUITIES / rank @@
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+Q3021688
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+A cubic B-spline collocation method for a numerical solution of the generalized Black-Scholes equation
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+Analysis of Some Difference Approximations for a Singular Perturbation Problem Without Turning Points
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+Sufficient conditions for uniform convergence on layer-adapted grids
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+A reliable numerical method to price arithmetic Asian options
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+A Stability Result for Sectorial Operators in Banach Bpaces
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+The value of an Asian option
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+The midpoint upwind scheme
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+Some mathematical results in the pricing of American options
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