Deprecated: $wgMWOAuthSharedUserIDs=false is deprecated, set $wgMWOAuthSharedUserIDs=true, $wgMWOAuthSharedUserSource='local' instead [Called from MediaWiki\HookContainer\HookContainer::run in /var/www/html/w/includes/HookContainer/HookContainer.php at line 135] in /var/www/html/w/includes/Debug/MWDebug.php on line 372
Finite difference scheme with a moving mesh for pricing Asian options - MaRDI portal

Finite difference scheme with a moving mesh for pricing Asian options (Q2453245)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Finite difference scheme with a moving mesh for pricing Asian options
scientific article

    Statements

    title
    Finite difference scheme with a moving mesh for pricing Asian options (English)
    0 references
    author
    Zhongdi Cen
    0 references
    Anbo Le
    0 references
    Aimin Xu
    0 references
    publication date
    6 June 2014
    0 references
    zbMATH Keywords
    Asian option
    0 references
    path-dependent option
    0 references
    finite difference
    0 references
    moving mesh method
    0 references
    Rannacher time stepping scheme
    0 references

    Identifiers

    Mathematics Subject Classification ID
    91G60
    0 references
    91G20
    0 references
    65M06
    0 references
    zbMATH DE Number
    6301634
    0 references
    OpenAlex ID
    W1971334965
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q2453245&oldid=39093500"
    Powered by MediaWiki