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Asian option pde

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Pricing Asian Options Using Maple. Solution using PDE. Monte Carlo Simulation. This example demonstrates the use of Maple for computing the price of an Asian option, a derivative security that has gained popularity in financial markets in recent years.

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Solving an Asian option PDE via the Laplace transform

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[PDF] Robust numerical methods for PDE models of Asian options | Semantic Scholar

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Transforming Arithmetic Asian Option PDE to the Parabolic Equation with Constant Coefficients

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