Asian option finite difference

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Finite Difference Schemes for Black-Scholes with Asian Option

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Finite Difference Schemes for Black-Scholes with Asian Option

More about this item Keywords Asian Option ; finite-difference methods ; numerical solutions ; black scholes ; All these keywords. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:rfa:aefjnl:vyip See general information about how to correct material in RePEc. For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact:.
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