Modified B-spline collocation approach for pricing American style Asian options (Q1674181)
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scientific article; zbMATH DE number 6802116
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Modified B-spline collocation approach for pricing American style Asian options |
scientific article; zbMATH DE number 6802116 |
Statements
Modified B-spline collocation approach for pricing American style Asian options (English)
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1 November 2017
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option pricing
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two-dimensional Black-Scholes equation
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bi-cubic b-spline
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stability analysis
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0.8539894223213196
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0.8529797792434692
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0.8454672694206238
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0.842835545539856
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0.7941046953201294
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