A robust numerical technique and its analysis for computing the price of an Asian option (Q2161069)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A robust numerical technique and its analysis for computing the price of an Asian option |
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A robust numerical technique and its analysis for computing the price of an Asian option (English)
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4 August 2022
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Asian option
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exponential B-spline
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delta value
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stability
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convergence
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