Adaptive Wavelet Method for Pricing Two-Asset Asian Options with Floating Strike

Date
2017-01-01
Authors
Journal Title
Journal ISSN
Volume Title
Publisher
American Institute of Physics
Abstract
Description
Subject(s)
adaptive wavelet method, Asian option
Citation
Item identifier
https://dspace.tul.cz/handle/15240/31637
 https://doi.org/10.1063/1.5013960
ISSN
0094-243X
ISBN
978-0-7354-1602-4
Collections