A robust numerical technique and its analysis for computing the price of an Asian option (Q2161069)
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scientific article; zbMATH DE number 7567557
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| English | A robust numerical technique and its analysis for computing the price of an Asian option |
scientific article; zbMATH DE number 7567557 |
Statements
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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0.8476592302322388
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0.817103385925293
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0.7924424409866333
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0.7879636287689209
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0.7832827568054199
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