Moving mesh methods for pricing Asian options with regime...

Journal of Computational and Applied Mathematics 2016 / 05 Vol. 298

Moving mesh methods for pricing Asian options with regime switching

Ma, Jingtang, Zhou, Zhiqiang
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Volume:
298
Language:
english
Journal:
Journal of Computational and Applied Mathematics
DOI:
10.1016/j.cam.2015.11.027
Date:
May, 2016
File:
PDF, 390 KB
english, 2016
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