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Two Splitting Methods for a Fixed Strike Asian Option - MaRDI portal

Two Splitting Methods for a Fixed Strike Asian Option (Q2859149)

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Two Splitting Methods for a Fixed Strike Asian Option
scientific article

    Statements

    title
    Two Splitting Methods for a Fixed Strike Asian Option (English)
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    publication date
    6 November 2013
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    author
    Tatiana Chernogorova
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    Lubin G. Vulkov
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    Identifiers

    Mathematics Subject Classification ID
    91G60
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    65M08
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    91G20
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    zbMATH DE Number
    6223283
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    OpenAlex ID
    W1477987592
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