Two Splitting Methods for a Fixed Strike Asian Option
暂无分享,去创建一个
[1] G. Meyer. Comments on pricing American and Asian options with PDE methods , 2000 .
[2] Cornelis W. Oosterlee,et al. TVD, WENO and blended BDF discretizations for Asian options , 2004 .
[3] Song Wang,et al. A novel fitted finite volume method for the Black-Scholes equation governing option pricing , 2004 .
[4] Naveed Ahmed,et al. Finite element methods of an operator splitting applied to population balance equations , 2011, J. Comput. Appl. Math..
[5] Michael D. Marcozzi,et al. An adaptive extrapolation discontinuous Galerkin method for the valuation of Asian options , 2011, J. Comput. Appl. Math..
[6] J. Hugger. Wellposedness of the boundary value formulation of a fixed strike Asian option , 2006 .