Convergence Rates of Moving Mesh Rannacher Methods for PDEs of Asian Options Pricing (Q3180336)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Convergence Rates of Moving Mesh Rannacher Methods for PDEs of Asian Options Pricing |
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Convergence Rates of Moving Mesh Rannacher Methods for PDEs of Asian Options Pricing (English)
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6 January 2017
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Asian option pricing
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moving mesh methods
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Crank-Nicolson schemes
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Rannacher time-stepping schemes
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convergence
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implicit finite difference method
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moving boundary
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numerical examples
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