Collocation boundary element method for the pricing of geometric Asian options (Q1658798)
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scientific article; zbMATH DE number 6918073
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Collocation boundary element method for the pricing of geometric Asian options |
scientific article; zbMATH DE number 6918073 |
Statements
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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0.8563535213470459
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0.8297649621963501
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0.7911514639854431
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0.7768714427947998
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0.7696384191513062
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