TVD, WENO and blended BDF discretizations for Asian options

Author： Oosterlee C.W.   Frisch J.C.   Gaspar F.J.  

Publisher： Springer Publishing Company

ISSN： 1432-9360

Source： Computing and Visualization in Science, Vol.6, Iss.2-3, 2004-03, pp. : 131-138

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