A new finite difference method for pricing and hedging fixed income derivatives: comparative analysis and the case of an Asian option (Q896802)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | A new finite difference method for pricing and hedging fixed income derivatives: comparative analysis and the case of an Asian option |
scientific article |
Statements
A new finite difference method for pricing and hedging fixed income derivatives: comparative analysis and the case of an Asian option (English)
0 references
14 December 2015
0 references
interest rates derivatives
0 references
option pricing and hedging
0 references
PDE
0 references
finite difference methods
0 references
computational finance
0 references
0 references