Finite difference scheme with a moving mesh for pricing Asian options (Q2453245)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Finite difference scheme with a moving mesh for pricing Asian options |
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Finite difference scheme with a moving mesh for pricing Asian options (English)
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6 June 2014
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Asian option
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path-dependent option
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finite difference
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moving mesh method
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Rannacher time stepping scheme
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