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METHODS FOR ASIAN OPTION PRICING WITH PAYMENTS OF DISCRETE DIVIDENDS OUT OF AVERAGING PERIOD
METHODS FOR ASIAN OPTION PRICING WITH PAYMENTS OF DISCRETE DIVIDENDS OUT OF AVERAGING PERIOD
2018
Kosyakov Mikhail S
Maxim Ponomarev
Dmitry V. Ivanov
Shpolyanskiy Yuri Alexandrovich
Keywords:
Finite difference methods for option pricing
Mathematical optimization
Financial economics
Asian option
Dividend
Economics
Payment
Monte Carlo method
Monte Carlo methods for option pricing
finite difference scheme
Correction
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