DG method for numerical pricing of multi-asset Asian options -- the case of options with floating strike. (Q2360417)
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| Language | Label | Description | Also known as |
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| English | DG method for numerical pricing of multi-asset Asian options -- the case of options with floating strike. |
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DG method for numerical pricing of multi-asset Asian options -- the case of options with floating strike. (English)
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3 July 2017
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option pricing
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discontinuous Galerkin method
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path-dependent option
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basket option
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floating strike
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