An efficient numerical method based on redefined cubic B-spline basis functions for pricing Asian options (Q2231294)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An efficient numerical method based on redefined cubic B-spline basis functions for pricing Asian options |
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An efficient numerical method based on redefined cubic B-spline basis functions for pricing Asian options (English)
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29 September 2021
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Asian options
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redefined cubic B-spline
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stability
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convergence
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delta value
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