A discontinuous Galerkin method for two-dimensional PDE models of Asian options

Date
2016
Authors
Journal Title
Journal ISSN
Volume Title
Publisher
Abstract
Description
Subject(s)
Asian option, continuous average, discontinuous Galerkin method, boundary conditions, numerical flux
Citation
Item identifier
https://dspace.tul.cz/handle/15240/30569
 https://doi.org/10.1063/1.4951846
ISSN
1551-7616
ISBN
978-0-7354-1392-4
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