A hybrid finite difference scheme for pricing Asian options

Applied Mathematics and Computation 2015 / 02 Vol. 252

A hybrid finite difference scheme for pricing Asian options

Cen, Zhongdi, Xu, Aimin, Le, Anbo
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Volume:
252
Language:
english
Journal:
Applied Mathematics and Computation
DOI:
10.1016/j.amc.2014.12.007
Date:
February, 2015
File:
PDF, 460 KB
english, 2015
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