A fourth order numerical method based on B-spline functions for pricing Asian options (Q2197862)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A fourth order numerical method based on B-spline functions for pricing Asian options |
scientific article |
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A fourth order numerical method based on B-spline functions for pricing Asian options (English)
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1 September 2020
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Asian option pricing
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delta value
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quartic B-spline
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collocation method
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stability analysis
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convergence analysis
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0.9323172
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0.8699076
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0.8695786
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0.86814195
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0.8657262
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0.86424744
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0.8627307
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