A hybrid finite difference scheme for pricing Asian options (Q298703)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: A hybrid finite difference scheme for pricing Asian options |
scientific article; zbMATH DE number 6595811
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A hybrid finite difference scheme for pricing Asian options |
scientific article; zbMATH DE number 6595811 |
Statements
A hybrid finite difference scheme for pricing Asian options (English)
0 references
21 June 2016
0 references
Asian option
0 references
partial differential equation
0 references
central difference method
0 references
midpoint upwind scheme
0 references
Crank-Nicolson method
0 references
0 references
0 references
0 references
0 references
