Collocation boundary element method for the pricing of geometric Asian options (Q1658798)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Collocation boundary element method for the pricing of geometric Asian options |
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Collocation boundary element method for the pricing of geometric Asian options (English)
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15 August 2018
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boundary element method
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Fokker-Planck equation
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geometric Asian options
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barrier options
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Greeks
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