A hybrid finite difference scheme for pricing Asian options (Q298703)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A hybrid finite difference scheme for pricing Asian options |
scientific article |
Statements
A hybrid finite difference scheme for pricing Asian options (English)
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21 June 2016
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Asian option
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partial differential equation
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central difference method
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midpoint upwind scheme
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Crank-Nicolson method
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