Successive over-relaxation method for arithmetic Asian option pricing.
| Autor: | Koh, Wei Sin1,2 (AUTHOR) weisin.koh@newinti.edu.my, Jaaman, Saiful Hafizah2 (AUTHOR) shj@ukm.edu.my, Sulaiman, Jumat3 (AUTHOR) jumat@ums.edu.my, Ahmad, Rokiah Rozita2 (AUTHOR) rozy@ukm.edu.my |
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| Zdroj: | AIP Conference Proceedings. 2024, Vol. 3150 Issue 1, p1-7. 7p. |
| Databáze: | Academic Search Ultimate |
| Externí odkaz: |
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