Comparative study of numerical algorithms for the arithmetic Asian option (Q4642728)
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scientific article; zbMATH DE number 6873731
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Comparative study of numerical algorithms for the arithmetic Asian option |
scientific article; zbMATH DE number 6873731 |
Statements
25 May 2018
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arithmetic Asian option
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operator splitting method
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finite difference method
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Black-Scholes equation
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0.813199520111084
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0.8049695491790771
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0.7954936623573303
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