Second-order lattice Boltzmann methods for PDEs of Asian option pricing with regime switching (Q2006416)
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scientific article; zbMATH DE number 7258576
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Second-order lattice Boltzmann methods for PDEs of Asian option pricing with regime switching |
scientific article; zbMATH DE number 7258576 |
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Second-order lattice Boltzmann methods for PDEs of Asian option pricing with regime switching (English)
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9 October 2020
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Asian option pricing
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regime switching
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lattice Boltzmann methods
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convergence rates and stability
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Chapman-Enskog multi-scale expansion
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