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"Finite difference scheme with a moving mesh for pricing Asian options."

Zhongdi Cen, Anbo Le, Aimin Xu (2013)

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DOI: 10.1016/J.AMC.2013.02.065

access: closed

type: Journal Article

metadata version: 2020-02-21

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  - journals/amc/CenLX13
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  - https://dblp.org/rec/journals/amc/CenLX13
Zhongdi Cen, Anbo Le, Aimin Xu:
Finite difference scheme with a moving mesh for pricing Asian options. Appl. Math. Comput. 219(16): 8667-8675 (2013)

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