An adaptive extrapolation discontinuous Galerkin method for the valuation of Asian options (Q534248): Difference between revisions

@@ Property / Mathematics Subject Classification ID @@
+G40
@@ Property / Mathematics Subject Classification ID: 60G40 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+K70
@@ Property / Mathematics Subject Classification ID: 35K70 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+M60
@@ Property / Mathematics Subject Classification ID: 65M60 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+G20
@@ Property / Mathematics Subject Classification ID: 91G20 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+5895487
@@ Property / zbMATH DE Number: 5895487 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+optimal stopping
@@ Property / zbMATH Keywords: optimal stopping / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+ultraparabolic equations
@@ Property / zbMATH Keywords: ultraparabolic equations / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+discontinuous Galerkin method
@@ Property / zbMATH Keywords: discontinuous Galerkin method / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+extrapolation
@@ Property / zbMATH Keywords: extrapolation / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+Asian options
@@ Property / zbMATH Keywords: Asian options / rank @@
+Normal rank

Revision as of 09:37, 1 July 2023