Two Efficient Parameterized Boundaries for Ve?e?'s Asian Option Pricing PDE

Bai-min YU

Acta Mathematicae Applicatae Sinica(English Series) ›› 2012, Vol. 28 ›› Issue (4) : 643-652.

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Acta Mathematicae Applicatae Sinica(English Series) ›› 2012, Vol. 28 ›› Issue (4) : 643-652. DOI: 10.1007/s10255-012-0179-x
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Two Efficient Parameterized Boundaries for Ve?e?'s Asian Option Pricing PDE

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{{article.zuoZheEn_L}}. {{article.title_en}}. Acta Mathematicae Applicatae Sinica(English Series), 2012, 28(4): 643-652 https://doi.org/10.1007/s10255-012-0179-x

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