TVD, WENO and blended BDF discretizations for Asian options (Q706545)
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scientific article; zbMATH DE number 2132417
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | TVD, WENO and blended BDF discretizations for Asian options |
scientific article; zbMATH DE number 2132417 |
Statements
TVD, WENO and blended BDF discretizations for Asian options (English)
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8 February 2005
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partial differential equations
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discretization schemes
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Black-Scholes equation
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0.9298575
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0.8736765
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0.8681842
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0.8642123
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0.8560637
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0.8553097
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0.8551099
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0.8547367
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0.85124207
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