On the Valuation of Asian Options by Variational Methods (Q4442105)
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scientific article; zbMATH DE number 2029969
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the Valuation of Asian Options by Variational Methods |
scientific article; zbMATH DE number 2029969 |
Statements
On the Valuation of Asian Options by Variational Methods (English)
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20 January 2004
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optimal stopping
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Asian options
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ultraparabolic operators
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Galerkin approximation
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