scientific article; zbMATH DE number 1748282

zbMath0992.91034MaRDI QIDQ4530253

Gunter H. Meyer

Publication date: 3 June 2002

Full work available at URL: https://eudml.org/doc/121999

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

numerical methodsBlack-Scholes PDEAmerican and Asian options

Mathematics Subject Classification ID

Numerical methods (including Monte Carlo methods) (91G60) Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) Derivative securities (option pricing, hedging, etc.) (91G20)

Related Items (2)

Free boundary and optimal stopping problems for American Asian options ⋮ A Numerical Approach to Price Path Dependent Asian Options

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