A Numerical Approach to Price Path Dependent Asian Options (Q3304760)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Numerical Approach to Price Path Dependent Asian Options |
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A Numerical Approach to Price Path Dependent Asian Options (English)
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3 August 2020
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Asian options
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ultra-parabolic equation
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degeneracy
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finite volume method
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