High-Order Compact Finite Difference Scheme for Pricing Asian Option with Moving Boundary Condition
Crossref DOI link: https://doi.org/10.1007/s12591-017-0372-8
Published Online: 2017-06-15
Published Print: 2019-01
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Patel, Kuldip Singh
Mehra, Mani
Text and Data Mining valid from 2017-06-15
Article History
First Online: 15 June 2017