On pricing American and Asian options with PDE methods.

Meyer, G.H.. "On pricing American and Asian options with PDE methods.." Acta Mathematica Universitatis Comenianae. New Series 70.1 (2001): 153-165. <http://eudml.org/doc/121999>.

@article{Meyer2001,
author = {Meyer, G.H.},
journal = {Acta Mathematica Universitatis Comenianae. New Series},
keywords = {Black-Scholes PDE; American and Asian options; numerical methods},
language = {eng},
number = {1},
pages = {153-165},
publisher = {Comenius University Press},
title = {On pricing American and Asian options with PDE methods.},
url = {http://eudml.org/doc/121999},
volume = {70},
year = {2001},
}

TY - JOUR
AU - Meyer, G.H.
TI - On pricing American and Asian options with PDE methods.
JO - Acta Mathematica Universitatis Comenianae. New Series
PY - 2001
PB - Comenius University Press
VL - 70
IS - 1
SP - 153
EP - 165
LA - eng
KW - Black-Scholes PDE; American and Asian options; numerical methods
UR - http://eudml.org/doc/121999
ER -