A Collocation Method Using Diagonal Polynomials for Pricing Geometric Asian Options Under the Mixed Fractional Heston Model
In this paper, we introduce an efficient computational framework for pricing geometric Asian options based on a collocation method. The approach employs a collocation scheme utilizing a specific class of diagonal polynomials to construct operational matrices. The sparse structure of these matrices,...
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| Autors principals: | , |
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| Format: | Artigo |
| Idioma: | Inglês |
| Publicat: |
MDPI AG
2026-04-01
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| Col·lecció: | Mathematics |
| Matèries: | |
| Accés en línia: | https://www.mdpi.com/2227-7390/14/9/1439 |
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