Adaptive Finite Volume Methods for pricing European-Style Asian Options
碩士 === 國立臺灣大學 === 資訊工程學研究所 === 93 === Numerical methods for pricing Asian options have been researched extensively. The common methods can be classified into three types: lattice methods, PDE methods, and Monte Carlo simulation. The ordinary lattice method needs a large amount of computer memory to...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2005
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| Online Access: | http://ndltd.ncl.edu.tw/handle/62567517490380109770 |