Baimin Yu

University of International Business and Economics (UIBE) - School of International Trade and Economics

10 East Huixin Street

Chaouang District

Beijing, 100029

China

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Scholarly Papers (1)

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Two Efficient Parameterized Boundaries for Vecer's Asian Option Pricing PDE

Number of pages: 14 Posted: 16 Aug 2010
Baimin Yu
University of International Business and Economics (UIBE) - School of International Trade and Economics
Downloads 123 (421,676)

Abstract:

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Asian Option, Vecer's PDE, Parameterized Boundaries