Moving mesh methods for pricing Asian options with regime switching (Q908388)
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scientific article; zbMATH DE number 6539272
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Moving mesh methods for pricing Asian options with regime switching |
scientific article; zbMATH DE number 6539272 |
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Moving mesh methods for pricing Asian options with regime switching (English)
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4 February 2016
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Asian option pricing
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regime switching
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moving mesh methods
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convergence rates
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