A reliable numerical method to price arithmetic Asian options (Q387463)
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scientific article; zbMATH DE number 6242024
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A reliable numerical method to price arithmetic Asian options |
scientific article; zbMATH DE number 6242024 |
Statements
A reliable numerical method to price arithmetic Asian options (English)
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23 December 2013
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Asian options
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partial differential equations
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finite difference methods
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Monte Carlo method
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stability analysis
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0.8616119027137756
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0.8201884031295776
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0.8165256381034851
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0.8155993223190308
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