Pages that link to "Item:Q298703"
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The following pages link to A hybrid finite difference scheme for pricing Asian options (Q298703):
Displaying 6 items.
- A numerical study of Asian option with high-order compact finite difference scheme (Q721576) (← links)
- Analytical pricing of geometric Asian power options on an underlying driven by a mixed fractional Brownian motion (Q2150007) (← links)
- A robust numerical technique and its analysis for computing the price of an Asian option (Q2161069) (← links)
- A fourth order numerical method based on B-spline functions for pricing Asian options (Q2197862) (← links)
- An efficient numerical method based on redefined cubic B-spline basis functions for pricing Asian options (Q2231294) (← links)
- Efficient Spectral-Galerkin Method for Pricing Asian Options (Q5882286) (← links)
