Collocation boundary element method for the pricing of geometric Asian options (Q1658798)
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: Collocation boundary element method for the pricing of geometric Asian options |
scientific article; zbMATH DE number 6918073
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Collocation boundary element method for the pricing of geometric Asian options |
scientific article; zbMATH DE number 6918073 |
Statements
Collocation boundary element method for the pricing of geometric Asian options (English)
0 references
15 August 2018
0 references
boundary element method
0 references
Fokker-Planck equation
0 references
geometric Asian options
0 references
barrier options
0 references
Greeks
0 references
0 references
0 references
