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- W2375607079 abstract "The numerical solution for pricing Asian options is considered.Suitable boundary conditions and a type of weighted upwind finite volume scheme together with the related alternating direction implicit scheme are proposed.This scheme is proved to satisfy the maximum principle and the error estimates are also derived." @default.
- W2375607079 created "2016-06-24" @default.
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- W2375607079 date "2007-01-01" @default.
- W2375607079 modified "2023-09-23" @default.
- W2375607079 title "Alternating-direction implicit upwind finite volume method for pricing Asian options" @default.
- W2375607079 hasPublicationYear "2007" @default.
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