Comparison of two numerical methods for computation of American type of the floating strike Asian option (Q2896445)
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scientific article; zbMATH DE number 6056228
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| English | Comparison of two numerical methods for computation of American type of the floating strike Asian option |
scientific article; zbMATH DE number 6056228 |
Statements
Comparison of Two Numerical Methods for Computation of American Type of the Floating Strike Asian Option (English)
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16 July 2012
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0.8308451771736145
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0.8303540945053101
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0.8283379077911377
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0.8269265294075012
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