High-order compact finite difference scheme for pricing Asian option with moving boundary condition (Q2415424)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | High-order compact finite difference scheme for pricing Asian option with moving boundary condition |
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High-order compact finite difference scheme for pricing Asian option with moving boundary condition (English)
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21 May 2019
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compact finite difference scheme
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option pricing
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Asian option
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convection-diffusion equation
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