Two efficient parameterized boundaries for Večeř's Asian option pricing PDE (Q692704)
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scientific article; zbMATH DE number 6113041
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Two efficient parameterized boundaries for Večeř's Asian option pricing PDE |
scientific article; zbMATH DE number 6113041 |
Statements
Two efficient parameterized boundaries for Večeř's Asian option pricing PDE (English)
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6 December 2012
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Asian option
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Večeř's PDE
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finite difference
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parameterized boundaries
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sensitivity
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