Pages that link to "Item:Q387463"
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The following pages link to A reliable numerical method to price arithmetic Asian options (Q387463):
Displayed 4 items.
- A hybrid finite difference scheme for pricing Asian options (Q298703) (← links)
- An alternating-direction implicit difference scheme for pricing Asian options (Q364443) (← links)
- Finite difference scheme with a moving mesh for pricing Asian options (Q2453245) (← links)
- Efficient Monte Carlo option pricing under CEV model (Q5267914) (← links)