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The discontinuous Galerkin method for discretely observed Asian options.

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Title: The discontinuous Galerkin method for discretely observed Asian options.
Authors: Hozman, Jiří1 (AUTHOR) jiri.hozman@tul.cz, Tichý, Tomáš2 (AUTHOR)
Source: Mathematical Methods in the Applied Sciences. Sep2020, Vol. 43 Issue 13, p7726-7746. 21p.
Database: Mathematics Source
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Description
ISSN:01704214
DOI:10.1002/mma.6160