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"Efficient BEM-Based Algorithm for Pricing Floating Strike Asian Barrier ..."

Alessandra Aimi, Lorenzo Diazzi, Chiara Guardasoni (2018)

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DOI: 10.3390/AXIOMS7020040

access: open

type: Journal Article

metadata version: 2018-09-13

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Alessandra Aimi, Lorenzo Diazzi, Chiara Guardasoni:
Efficient BEM-Based Algorithm for Pricing Floating Strike Asian Barrier Options (with MATLAB^® Code). Axioms 7(2): 40 (2018)

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