Evaluation of double average asian options by the legendre spectral method (Q4656198)
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scientific article; zbMATH DE number 2143959
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| English | Evaluation of double average asian options by the legendre spectral method |
scientific article; zbMATH DE number 2143959 |
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Evaluation of double average asian options by the legendre spectral method (English)
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11 March 2005
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double average Asian options
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discretely sampled arithmetic Asian options
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Legendre spectral method
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degenerate parabolic problem
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0.7952190041542053
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0.7918436527252197
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0.7714030146598816
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0.7701123356819153
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