Collocation boundary element method for the pricing of geometric Asian options
type: Item
instance of: scholarly article
title: Collocation boundary element method for the pricing of geometric Asian options
zbMATH Open document ID: 1403.91370
published in: Engineering Analysis with Boundary Elements
publication date: 2018-08-15T00:00:00Z
Mathematics Subject Classification ID: 91G60
Mathematics Subject Classification ID: 65M38
Mathematics Subject Classification ID: 91G20
zbMATH DE Number: 6918073
zbMATH Keywords: boundary element method
zbMATH Keywords: Fokker-Planck equation
zbMATH Keywords: geometric Asian options
zbMATH Keywords: barrier options
zbMATH Keywords: Greeks
author: A. Aimi
author: C. Guardasoni
MaRDI profile type: Publication
full work available at URL: j.enganabound.2017.10.007
OpenAlex ID: W2770788803
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DOI: 10.1016/J.ENGANABOUND.2017.10.007
description: scientific article; zbMATH DE number 6918073