A reliable numerical method to price arithmetic Asian options (Q387463)
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 reliable numerical method to price arithmetic Asian options |
scientific article; zbMATH DE number 6242024
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A reliable numerical method to price arithmetic Asian options |
scientific article; zbMATH DE number 6242024 |
Statements
A reliable numerical method to price arithmetic Asian options (English)
0 references
23 December 2013
0 references
Asian options
0 references
partial differential equations
0 references
finite difference methods
0 references
Monte Carlo method
0 references
stability analysis
0 references
