Evaluation of double average asian options by the legendre spectral method (Q4656198)
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scientific article; zbMATH DE number 2143959
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Evaluation of double average asian options by the legendre spectral method |
scientific article; zbMATH DE number 2143959 |
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Evaluation of double average asian options by the legendre spectral method (English)
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11 March 2005
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double average Asian options
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discretely sampled arithmetic Asian options
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Legendre spectral method
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degenerate parabolic problem
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