A numerical study of Asian option with high-order compact finite difference scheme (Q721576)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: A numerical study of Asian option with high-order compact finite difference scheme |
scientific article; zbMATH DE number 6908561
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | A numerical study of Asian option with high-order compact finite difference scheme |
scientific article; zbMATH DE number 6908561 |
Statements
A numerical study of Asian option with high-order compact finite difference scheme (English)
0 references
19 July 2018
0 references
compact finite difference scheme
0 references
option pricing
0 references
Asian option
0 references
0 references
0 references
0 references
0 references
0 references
0 references
