BEM based semi-analytical approach for accurate evaluation of arithmetic Asian barrier options (Q6553601)
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 7863383
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | BEM based semi-analytical approach for accurate evaluation of arithmetic Asian barrier options |
scientific article; zbMATH DE number 7863383 |
Statements
BEM based semi-analytical approach for accurate evaluation of arithmetic Asian barrier options (English)
0 references
11 June 2024
0 references
boundary element method
0 references
SABO
0 references
fundamental solution
0 references
arithmetic Asian option
0 references
barrier option
0 references
0 references
0 references
0 references
