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Comparison of Two Numerical Methods for Computation of American Type of the Floating Strike Asian Option.

, and . LSSC, volume 7116 of Lecture Notes in Computer Science, page 558-565. Springer, (2011)

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Immersed Interface Difference Schemes for a Parabolic-Elliptic Interface Problem., , and . LSSC, volume 4818 of Lecture Notes in Computer Science, page 661-669. Springer, (2007)A Coupling Interface Method for a Nonlinear Parabolic-Elliptic Problem.. NAA, volume 5434 of Lecture Notes in Computer Science, page 330-337. Springer, (2008)Comparison of Two Numerical Methods for Computation of American Type of the Floating Strike Asian Option., and . LSSC, volume 7116 of Lecture Notes in Computer Science, page 558-565. Springer, (2011)Construction and Convergence of Difference Schemes for a Model Elliptic Equation with Dirac-delta Function Coefficient., , and . NAA, volume 1988 of Lecture Notes in Computer Science, page 431-438. Springer, (2000)A Method of Lines Approach to the Numerical Solution of Singularly Perturbed Elliptic Problems., , and . NAA, volume 1988 of Lecture Notes in Computer Science, page 451-458. Springer, (2000)On the Realization and Stability of Difference Schemes for Diffusion Problems with Localized Reactions., and . LSSC, volume 62 of Notes on Numerical Fluid Mechanics, page 201-209. Vieweg, (1997)Immersed Interface Method for a Reaction-Diffusion Equation with a Moving Own Concentrated Source.. Numerical Methods and Application, volume 2542 of Lecture Notes in Computer Science, page 506-513. Springer, (2002)A Numerical Approach for the American Call Option Pricing Model., and . NMA, volume 6046 of Lecture Notes in Computer Science, page 453-460. Springer, (2010)Time Discretization/Linearization Approach Based on HOC Difference Schemes for Semilinear Parabolic Systems of Atmosphere Modelling., , , and . LSSC, volume 10665 of Lecture Notes in Computer Science, page 450-457. Springer, (2017)A Rothe-Immersed Interface Method for a Class of Parabolic Interface Problems.. NAA, volume 3401 of Lecture Notes in Computer Science, page 328-336. Springer, (2004)