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 :
https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=238509
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