The discontinuous Galerkin method for discretely observed Asian options (Q5120892)
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scientific article; zbMATH DE number 7248243
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The discontinuous Galerkin method for discretely observed Asian options |
scientific article; zbMATH DE number 7248243 |
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The discontinuous Galerkin method for discretely observed Asian options (English)
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16 September 2020
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American-style options
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Asian options
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discontinuous Galerkin method
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discrete sampling
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option pricing
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penalty method
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