Title of article
Small dimension PDE for discrete Asian options
Author/Authors
Eric Benhamou، نويسنده , , Alexandre Duguet، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2003
Pages
20
From page
2095
To page
2114
Keywords
Crank–Nicholson , smile , Homogeneity , PDEs , Discrete Asian Option , Non-proportional dividends
Journal title
Journal of Economic Dynamics and Control
Serial Year
2003
Journal title
Journal of Economic Dynamics and Control
Record number
238509
Link To Document