Numerical solution of variational inequalities for pricing Asian options by higher order Lagrange–Galerkin methods

✍ Scribed by Alfredo Bermúdez; Maria R. Nogueiras; Carlos Vázquez

• Publisher: Elsevier Science
• Year: 2006
• Tongue: English
• Weight: 362 KB
• Volume: 56
• Category: Article
• ISSN: 0168-9274
• DOI: 10.1016/j.apnum.2006.03.026