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Asian.bib
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Asian.bib
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@MISC{Zvan98discreteasian,
author = {R. Zvan and P. A. Forsyth and K.R. VETZAL and Peter A. Forsyth},
title = {Discrete Asian Barrier Options},
year = {1998}
}
@ARTICLE{Windcliff03analysisof,
author = {H. Windcliff and P. A. Forsyth and K. R. Vetzal},
title = {Analysis Of The Stability Of The Linear Boundary Condition For The Black-Scholes Equation},
journal = {Journal of Computational Finance},
year = {2003},
volume = {8},
pages = {65--92}
}
@ARTICLE{2012arXiv1208.5168I,
author = {{in 't Hout}, K. and {Volders}, K.},
title = "{Stability and convergence analysis of discretizations of the Black-Scholes PDE with the linear boundary condition}",
journal = {ArXiv e-prints},
archivePrefix = "arXiv",
eprint = {1208.5168},
primaryClass = "math.NA",
keywords = {Mathematics - Numerical Analysis},
year = 2012,
month = aug,
adsurl = {http://adsabs.harvard.edu/abs/2012arXiv1208.5168I},
adsnote = {Provided by the SAO/NASA Astrophysics Data System}
}