Numerical pricing of geometric asian options with barriers (Q4611108): Difference between revisions
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Revision as of 18:16, 19 March 2024
scientific article; zbMATH DE number 7005960
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Numerical pricing of geometric asian options with barriers |
scientific article; zbMATH DE number 7005960 |
Statements
Numerical pricing of geometric asian options with barriers (English)
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24 January 2019
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barrier options
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boundary element method
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finite difference method
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geometric Asian options
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