"Second-order lattice Boltzmann methods for PDEs of Asian option pricing ..."

Zhiqiang Zhou, Jingtang Ma (2016)

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DOI: 10.1016/J.CAMWA.2016.02.019

access: open

type: Journal Article

metadata version: 2021-02-11

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Zhiqiang Zhou, Jingtang Ma:
Second-order lattice Boltzmann methods for PDEs of Asian option pricing with regime switching. Comput. Math. Appl. 71(7): 1448-1463 (2016)

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