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An efficient numerical method based on redefined cubic B-spline basis functions for pricing Asian options
Work
Year: 2021
Type: article
Source: Journal of Computational and Applied Mathematics
Authors Pradip Roul, V.M.K. Prasad Goura
Institutions Visvesvaraya National Institute of Technology, Amrita Vishwa Vidyapeetham
Cites: 29
Cited by: 3
Related to: 10
FWCI: 0.595
Citation percentile (by year/subfield): 64.16
Topic: Stochastic processes and financial applications
Subfield: Finance
Field: Economics, Econometrics and Finance
Domain: Social Sciences
Sustainable Development Goal Reduced inequalities
Open Access status: closed