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"An Alternating-Direction Implicit Difference Scheme for Pricing Asian Options."

Zhongdi Cen, Anbo Le, Aimin Xu (2013)

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DOI: 10.1155/2013/605943

access: open

type: Journal Article

metadata version: 2020-07-16

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Zhongdi Cen, Anbo Le, Aimin Xu:
An Alternating-Direction Implicit Difference Scheme for Pricing Asian Options. J. Appl. Math. 2013: 605943:1-605943:8 (2013)

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