A reliable numerical method to price arithmetic Asian options.

Walter Mudzimbabwe Kailash C. Patidar Peter J. Witbooi

Published in: Appl. Math. Comput. (2012)

Keyphrases

numerical methods
differential equations
partial differential equations
boundary element method
finite element method
level set method
numerical solution
image processing
finite difference method
runge kutta
approximation schemes
multiscale
hong kong
natural images
high quality
feature extraction
computer vision