BEM based semi-analytical approach for accurate evaluation of arithmetic Asian barrier options (Q6553601)
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scientific article; zbMATH DE number 7863383
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | BEM based semi-analytical approach for accurate evaluation of arithmetic Asian barrier options |
scientific article; zbMATH DE number 7863383 |
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BEM based semi-analytical approach for accurate evaluation of arithmetic Asian barrier options (English)
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11 June 2024
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boundary element method
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SABO
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fundamental solution
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arithmetic Asian option
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barrier option
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