The discontinuous Galerkin method for discretely observed Asian options (Q5120892)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 7248243
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | The discontinuous Galerkin method for discretely observed Asian options |
scientific article; zbMATH DE number 7248243 |
Statements
The discontinuous Galerkin method for discretely observed Asian options (English)
0 references
16 September 2020
0 references
American-style options
0 references
Asian options
0 references
discontinuous Galerkin method
0 references
discrete sampling
0 references
option pricing
0 references
penalty method
0 references
0.9424264
0 references
0.8985199
0 references
0.89667034
0 references
0.8926977
0 references
0.8898088
0 references
0.88498956
0 references
0.88448995
0 references
0.8815423
0 references
0.8798031
0 references
