An adaptive extrapolation discontinuous Galerkin method for the valuation of Asian options (Q534248): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank |
Revision as of 01:33, 5 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | An adaptive extrapolation discontinuous Galerkin method for the valuation of Asian options |
scientific article |
Statements
An adaptive extrapolation discontinuous Galerkin method for the valuation of Asian options (English)
0 references
17 May 2011
0 references
optimal stopping
0 references
ultraparabolic equations
0 references
discontinuous Galerkin method
0 references
extrapolation
0 references
Asian options
0 references