Journal article

Partial differential equations for Asian option prices

C Brown, JC Handley, C-T Lin, KJ Palmer

Quantitative Finance | ROUTLEDGE JOURNALS, TAYLOR & FRANCIS LTD | Published : 2016

University of Melbourne Researchers

Grants

Awarded by National Science Council (Taiwan)


Funding Acknowledgements

Lin received partial support from National Science Council (Taiwan) [102-2115-M-126-004]; Palmer received partial support from the Mathematics Research Promotion Center of the NSC (Taiwan).