Collocation boundary element method for the pricing of geometric Asian options (Q1658798): 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.enganabound.2017.10.007 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2770788803 / rank | |||
Normal rank | |||
Latest revision as of 01:49, 20 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
