A reliable numerical method to price arithmetic Asian options (Q387463): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
Property / full work available at URL | |||
Property / full work available at URL: https://doi.org/10.1016/j.amc.2012.04.056 / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W1998159671 / rank | |||
Normal rank |
Revision as of 21:25, 19 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | A reliable numerical method to price arithmetic Asian options |
scientific article |
Statements
A reliable numerical method to price arithmetic Asian options (English)
0 references
23 December 2013
0 references
Asian options
0 references
partial differential equations
0 references
finite difference methods
0 references
Monte Carlo method
0 references
stability analysis
0 references