A fourth order numerical method based on B-spline functions for pricing Asian options (Q2197862)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A fourth order numerical method based on B-spline functions for pricing Asian options |
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A fourth order numerical method based on B-spline functions for pricing Asian options (English)
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1 September 2020
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Asian option pricing
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delta value
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quartic B-spline
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collocation method
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stability analysis
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convergence analysis
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