Partial differential equations for Asian option prices (Q5001142)
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scientific article; zbMATH DE number 7372410
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Partial differential equations for Asian option prices |
scientific article; zbMATH DE number 7372410 |
Statements
Partial differential equations for Asian option prices (English)
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16 July 2021
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Asian options
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partial differential equations
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one state variable
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Crank-Nicolson
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