Numerical solution of variational inequalities for pricing Asian options by higher order Lagrange-Galerkin methods

  1. Bermúdez, A.
  2. Nogueiras, M.R.
  3. Vázquez, C.
Journal:
Applied Numerical Mathematics

ISSN: 0168-9274

Year of publication: 2006

Volume: 56

Issue: 10-11 SPEC. ISS.

Pages: 1256-1270

Type: Article

DOI: 10.1016/J.APNUM.2006.03.026 GOOGLE SCHOLAR
Data source: Scopus