Numerical pricing of geometric asian options with barriers (Q4611108)
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scientific article; zbMATH DE number 7005960
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Numerical pricing of geometric asian options with barriers |
scientific article; zbMATH DE number 7005960 |
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Numerical pricing of geometric asian options with barriers (English)
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24 January 2019
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barrier options
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boundary element method
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finite difference method
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geometric Asian options
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