Pages that link to "Item:Q5120892"
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The following pages link to The discontinuous Galerkin method for discretely observed Asian options (Q5120892):
Displaying 6 items.
- An adaptive extrapolation discontinuous Galerkin method for the valuation of Asian options (Q534248) (← links)
- TVD, WENO and blended BDF discretizations for Asian options (Q706545) (← links)
- Small dimension PDE for discrete Asian options (Q951412) (← links)
- DG method for the numerical pricing of two-asset European-style Asian options with fixed strike. (Q1745989) (← links)
- A Discontinuous Galerkin Method for Pricing American Options Under the Constant Elasticity of Variance Model (Q5372346) (← links)
- Efficient Spectral-Galerkin Method for Pricing Asian Options (Q5882286) (← links)