The following pages link to (Q3021688):
Displayed 10 items.
- A hybrid finite difference scheme for pricing Asian options (Q298703) (← links)
- An alternating-direction implicit difference scheme for pricing Asian options (Q364443) (← links)
- Numerical schemes for pricing Asian options under state-dependent regime-switching jump-diffusion models (Q2006622) (← 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 BEM-based algorithm for pricing floating strike Asian barrier options (with MATLAB\(^\circledR\) code) (Q2305853) (← links)
- Finite difference scheme with a moving mesh for pricing Asian options (Q2453245) (← links)
- Wellposedness of the boundary value formulation of a fixed strike Asian option (Q2570098) (← links)
- A Numerical Approach to Price Path Dependent Asian Options (Q3304760) (← links)