BEM based semi-analytical approach for accurate evaluation of arithmetic Asian barrier options
Author:
Funder
Università Degli Studi di Modena e Reggio Emila
Publisher
Elsevier BV
Reference34 articles.
1. Efficient BEM-based algorithm for pricing floating strike asian barrier options (with MATLAB ® code);Aimi;Axioms,2018
2. Numerical pricing of geometric Asian options with barriers;Aimi;Math. Methods Appl. Sci.,2018
3. Collocation boundary element method for the pricing of geometric Asian options;Aimi;Eng. Anal. Bound. Elem.,2018
4. Fast barrier option pricing by the COS BEM method in Heston model (with Matlab code);Aimi;Comput. Methods Appl. Math.,2023
5. Double knock-out Asian barrier options which widen or contract as they approach maturity;Atkinson;Quant. Finance,2005
1.学者识别学者识别
2.学术分析学术分析
3.人才评估人才评估
"同舟云学术"是以全球学者为主线，采集、加工和组织学术论文而形成的新型学术文献查询和分析系统，可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容，当前同舟云学术共收录了国内外主流学术期刊6万余种，收集的期刊论文及会议论文总量共计约1.5亿篇，并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询！咨询电话：010-8811{复制后删除}0370
www.globalauthorid.com
TOP
Copyright © 2019-2024 北京同舟云网络信息技术有限公司 京公网安备11010802033243号 京ICP备18003416号-3