Finite difference scheme with a moving mesh for pricing...

Applied Mathematics and Computation 2013 / 4 Vol. 219; Iss. 16

Finite difference scheme with a moving mesh for pricing Asian options

Cen, Zhongdi, Le, Anbo, Xu, Aimin
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Volume:
219
Language:
english
Journal:
Applied Mathematics and Computation
DOI:
10.1016/j.amc.2013.02.065
Date:
April, 2013
File:
PDF, 254 KB
english, 2013
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