Collocation boundary element method for the pricing of geometric Asian options (Q1658798): 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 05:13, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Collocation boundary element method for the pricing of geometric Asian options |
scientific article |
Statements
Collocation boundary element method for the pricing of geometric Asian options (English)
0 references
15 August 2018
0 references
boundary element method
0 references
Fokker-Planck equation
0 references
geometric Asian options
0 references
barrier options
0 references
Greeks
0 references
