Small dimension PDE for discrete Asian options (Q951412): Difference between revisions
From MaRDI portal
ReferenceBot (talk | contribs) Changed an Item |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1016/s0165-1889(02)00117-3 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W3124219714 / rank | |||
Normal rank | |||
Latest revision as of 09:38, 30 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Small dimension PDE for discrete Asian options |
scientific article |
Statements
Small dimension PDE for discrete Asian options (English)
0 references
24 October 2008
0 references
discrete Asian option
0 references
homogeneity
0 references
PDEs
0 references
Crank-Nicholson
0 references
non-proportional dividends
0 references
smile
0 references
0 references
0 references
