Semi-Lagrange Time Integration for PDE Models of Asian Options (Q3618342)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Semi-Lagrange Time Integration for PDE Models of Asian Options |
scientific article |
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Semi-Lagrange Time Integration for PDE Models of Asian Options (English)
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31 March 2009
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semi-Lagrange time integration
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Asian American options
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finite difference
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coordinate transformation
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