Two efficient parameterized boundaries for Večeř's Asian option pricing PDE (Q692704)
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scientific article; zbMATH DE number 6113041
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| English | Two efficient parameterized boundaries for Večeř's Asian option pricing PDE |
scientific article; zbMATH DE number 6113041 |
Statements
Two efficient parameterized boundaries for Večeř's Asian option pricing PDE (English)
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6 December 2012
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Asian option
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Večeř's PDE
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finite difference
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parameterized boundaries
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sensitivity
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0.7923986315727234
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0.782982349395752
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0.7766287922859192
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0.7684822678565979
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