English (United Kingdom)

https://curated-unify.zendy.io/wp-json/zendy-region/v1/featured_content/oa?rat=en

https://curated-unify.zendy.io/wp-json/zendy-region/v1/highlighted_journal/

Global: Zendy Plus annual

Presents the access of premium content as premium feature

Premium Content

Presents the keyphrase highlighting as premium feature

Keyphrase Highlighting

Presents the summarisation as premium feature

Summarisation

Insights

Presents the pdf analysis as premium feature

PDF Analysis

Presents the zaia usage as premium feature

ZAIA

Global: Zendy Tools annual

Global: Zendy Free Plan

Global: Zendy Tools monthly

Global: Zendy Plus monthly

A boundary value formulation of an Asian option is solved with a wide range of standard textbook explicit finite difference methods including also artificial diffusion methods. We investigate the dependence of the numerical methods on the various degeneracies and approximations in the boundary value formulation. It is concluded that numerical solutions are generally oscillatory, that a simple artificial diffusion approach does not resolve this problem, but that by selecting the appropriate methods, oscillations can be avoided.

A fixed strike Asian option and comments on its numerical solution