Efficient Spectral-Galerkin Method for Pricing Asian Options (Q5882286)
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scientific article; zbMATH DE number 7663588
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Efficient Spectral-Galerkin Method for Pricing Asian Options |
scientific article; zbMATH DE number 7663588 |
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Efficient Spectral-Galerkin Method for Pricing Asian Options (English)
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15 March 2023
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Asian option
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spectral-Galerkin method
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Legendre polynomial
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error analysis
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0.9132278
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0.9038259
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0.9035176
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0.90323293
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0.90274626
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0.90010756
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0.89704573
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0.89667034
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