An adaptive extrapolation discontinuous Galerkin method for the valuation of Asian options (Q534248)
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scientific article; zbMATH DE number 5895487
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An adaptive extrapolation discontinuous Galerkin method for the valuation of Asian options |
scientific article; zbMATH DE number 5895487 |
Statements
An adaptive extrapolation discontinuous Galerkin method for the valuation of Asian options (English)
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17 May 2011
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optimal stopping
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ultraparabolic equations
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discontinuous Galerkin method
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extrapolation
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Asian options
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