Pricing Asian Option by Solving Black–Scholes PDE Using Gauss–Seidel Method
Crossref DOI link: https://doi.org/10.1007/978-981-13-7279-7_18
Published Online: 2019-03-28
Published Print: 2019
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Koh, W. S.
Ahmad, R. R.
Jaaman, S. H.
Sulaiman, J.
Text and Data Mining valid from 2019-01-01
Chapter History
First Online: 28 March 2019