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
Awarded by National Science Council (Taiwan)
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).