Robust numerical methods for PDE models of Asian options
Year of publication: |
1998
|
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Authors: | Zvan, R. ; Forsyth, Peter A. ; Vetzal, Kenneth R. |
Published in: |
The journal of computational finance. - London : Infopro Digital Risk, ISSN 1460-1559, ZDB-ID 1433009-X. - Vol. 1.1997/1998, 2, p. 39-78
|
Subject: | Optionspreistheorie | Option pricing theory | Theorie | Theory | Numerisches Verfahren | Numerical analysis | Optionsgeschäft | Option trading |
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