A numerical study of Asian option with high-order compact finite difference scheme (Q721576)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A numerical study of Asian option with high-order compact finite difference scheme |
scientific article |
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A numerical study of Asian option with high-order compact finite difference scheme (English)
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19 July 2018
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compact finite difference scheme
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option pricing
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Asian option
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