{"id":"https://openalex.org/W1477987592","doi":"https://doi.org/10.1007/978-3-642-41515-9_22","title":"Two Splitting Methods for a Fixed Strike Asian Option","display_name":"Two Splitting Methods for a Fixed Strike Asian Option","publication_year":2013,"publication_date":"2013-01-01","ids":{"openalex":"https://openalex.org/W1477987592","doi":"https://doi.org/10.1007/978-3-642-41515-9_22","mag":"1477987592"},"language":"en","primary_location":{"id":"doi:10.1007/978-3-642-41515-9_22","is_oa":false,"landing_page_url":"https://doi.org/10.1007/978-3-642-41515-9_22","pdf_url":null,"source":{"id":"https://openalex.org/S106296714","display_name":"Lecture notes in computer science","issn_l":"0302-9743","issn":["0302-9743","1611-3349"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"book series"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Lecture Notes in Computer Science","raw_type":"book-chapter"},"type":"book-chapter","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5005050333","display_name":"T. Chernogorova","orcid":null},"institutions":[{"id":"https://openalex.org/I58918642","display_name":"Sofia University \"St. Kliment Ohridski\"","ror":"https://ror.org/02jv3k292","country_code":"BG","type":"education","lineage":["https://openalex.org/I58918642"]}],"countries":["BG"],"is_corresponding":true,"raw_author_name":"Tatiana P. Chernogorova","raw_affiliation_strings":["FMI, University of Sofia, 5, J. Bourchier Blvd., 1164, Sofia, Bulgaria","FMI, University of Sofia, Sofia, Bulgaria"],"affiliations":[{"raw_affiliation_string":"FMI, University of Sofia, 5, J. Bourchier Blvd., 1164, Sofia, Bulgaria","institution_ids":["https://openalex.org/I58918642"]},{"raw_affiliation_string":"FMI, University of Sofia, Sofia, Bulgaria","institution_ids":["https://openalex.org/I58918642"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5026685590","display_name":"Lubin G. Vulkov","orcid":"https://orcid.org/0000-0003-0684-8574"},"institutions":[{"id":"https://openalex.org/I62396329","display_name":"Universit\u00e9 de Rouen Normandie","ror":"https://ror.org/03nhjew95","country_code":"FR","type":"education","lineage":["https://openalex.org/I4210105918","https://openalex.org/I62396329"]}],"countries":["FR"],"is_corresponding":false,"raw_author_name":"Lubin G. Vulkov","raw_affiliation_strings":["FNSE, Uiversity of Rousse, Studentska 8 Str., 7017, Rousse, Bulgaria","FNSE, Uiversity of Rousse, Rousse, Bulgaria#TAB#"],"affiliations":[{"raw_affiliation_string":"FNSE, Uiversity of Rousse, Studentska 8 Str., 7017, Rousse, Bulgaria","institution_ids":["https://openalex.org/I62396329"]},{"raw_affiliation_string":"FNSE, Uiversity of Rousse, Rousse, Bulgaria#TAB#","institution_ids":[]}]}],"institutions":[],"countries_distinct_count":2,"institutions_distinct_count":2,"corresponding_author_ids":["https://openalex.org/A5005050333"],"corresponding_institution_ids":["https://openalex.org/I58918642"],"apc_list":{"value":5000,"currency":"EUR","value_usd":5392},"apc_paid":null,"fwci":0.5606,"has_fulltext":false,"cited_by_count":1,"citation_normalized_percentile":{"value":0.81492537,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":90,"max":94},"biblio":{"volume":null,"issue":null,"first_page":"214","last_page":"221"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T12727","display_name":"Differential Equations and Numerical Methods","score":0.9932000041007996,"subfield":{"id":"https://openalex.org/subfields/2612","display_name":"Numerical Analysis"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},"topics":[{"id":"https://openalex.org/T12727","display_name":"Differential Equations and Numerical Methods","score":0.9932000041007996,"subfield":{"id":"https://openalex.org/subfields/2612","display_name":"Numerical Analysis"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.9915000200271606,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T12589","display_name":"Differential Equations and Boundary Problems","score":0.9883999824523926,"subfield":{"id":"https://openalex.org/subfields/2604","display_name":"Applied Mathematics"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/discretization","display_name":"Discretization","score":0.7788647413253784},{"id":"https://openalex.org/keywords/monotone-polygon","display_name":"Monotone polygon","score":0.7555524110794067},{"id":"https://openalex.org/keywords/asian-option","display_name":"Asian option","score":0.6725297570228577},{"id":"https://openalex.org/keywords/finite-difference-method","display_name":"Finite difference method","score":0.5606175065040588},{"id":"https://openalex.org/keywords/time-stepping","display_name":"Time stepping","score":0.5169891119003296},{"id":"https://openalex.org/keywords/boundary-value-problem","display_name":"Boundary value problem","score":0.5159419178962708},{"id":"https://openalex.org/keywords/numerical-analysis","display_name":"Numerical analysis","score":0.5076736211776733},{"id":"https://openalex.org/keywords/applied-mathematics","display_name":"Applied mathematics","score":0.4871194362640381},{"id":"https://openalex.org/keywords/valuation","display_name":"Valuation (finance)","score":0.45882511138916016},{"id":"https://openalex.org/keywords/finite-volume-method","display_name":"Finite volume method","score":0.4569142758846283},{"id":"https://openalex.org/keywords/finite-difference","display_name":"Finite difference","score":0.4421460032463074},{"id":"https://openalex.org/keywords/convection\u2013diffusion-equation","display_name":"Convection\u2013diffusion equation","score":0.4310985803604126},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.4159424304962158},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.41530683636665344},{"id":"https://openalex.org/keywords/mathematical-optimization","display_name":"Mathematical optimization","score":0.3346382975578308},{"id":"https://openalex.org/keywords/mathematical-analysis","display_name":"Mathematical analysis","score":0.2457679808139801},{"id":"https://openalex.org/keywords/valuation-of-options","display_name":"Valuation of options","score":0.21459192037582397},{"id":"https://openalex.org/keywords/geometry","display_name":"Geometry","score":0.11215698719024658},{"id":"https://openalex.org/keywords/mechanics","display_name":"Mechanics","score":0.08945634961128235},{"id":"https://openalex.org/keywords/physics","display_name":"Physics","score":0.08341437578201294},{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.06147491931915283},{"id":"https://openalex.org/keywords/finance","display_name":"Finance","score":0.06019645929336548}],"concepts":[{"id":"https://openalex.org/C73000952","wikidata":"https://www.wikidata.org/wiki/Q17007827","display_name":"Discretization","level":2,"score":0.7788647413253784},{"id":"https://openalex.org/C2834757","wikidata":"https://www.wikidata.org/wiki/Q4925424","display_name":"Monotone polygon","level":2,"score":0.7555524110794067},{"id":"https://openalex.org/C1898038","wikidata":"https://www.wikidata.org/wiki/Q728255","display_name":"Asian option","level":3,"score":0.6725297570228577},{"id":"https://openalex.org/C205951836","wikidata":"https://www.wikidata.org/wiki/Q1147751","display_name":"Finite difference method","level":2,"score":0.5606175065040588},{"id":"https://openalex.org/C3019693144","wikidata":"https://www.wikidata.org/wiki/Q541182","display_name":"Time stepping","level":3,"score":0.5169891119003296},{"id":"https://openalex.org/C182310444","wikidata":"https://www.wikidata.org/wiki/Q1332643","display_name":"Boundary value problem","level":2,"score":0.5159419178962708},{"id":"https://openalex.org/C48753275","wikidata":"https://www.wikidata.org/wiki/Q11216","display_name":"Numerical analysis","level":2,"score":0.5076736211776733},{"id":"https://openalex.org/C28826006","wikidata":"https://www.wikidata.org/wiki/Q33521","display_name":"Applied mathematics","level":1,"score":0.4871194362640381},{"id":"https://openalex.org/C186027771","wikidata":"https://www.wikidata.org/wiki/Q4008379","display_name":"Valuation (finance)","level":2,"score":0.45882511138916016},{"id":"https://openalex.org/C50478463","wikidata":"https://www.wikidata.org/wiki/Q1401936","display_name":"Finite volume method","level":2,"score":0.4569142758846283},{"id":"https://openalex.org/C181330731","wikidata":"https://www.wikidata.org/wiki/Q2068418","display_name":"Finite difference","level":2,"score":0.4421460032463074},{"id":"https://openalex.org/C17456955","wikidata":"https://www.wikidata.org/wiki/Q343279","display_name":"Convection\u2013diffusion equation","level":2,"score":0.4310985803604126},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.4159424304962158},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.41530683636665344},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.3346382975578308},{"id":"https://openalex.org/C134306372","wikidata":"https://www.wikidata.org/wiki/Q7754","display_name":"Mathematical analysis","level":1,"score":0.2457679808139801},{"id":"https://openalex.org/C194483076","wikidata":"https://www.wikidata.org/wiki/Q380382","display_name":"Valuation of options","level":2,"score":0.21459192037582397},{"id":"https://openalex.org/C2524010","wikidata":"https://www.wikidata.org/wiki/Q8087","display_name":"Geometry","level":1,"score":0.11215698719024658},{"id":"https://openalex.org/C57879066","wikidata":"https://www.wikidata.org/wiki/Q41217","display_name":"Mechanics","level":1,"score":0.08945634961128235},{"id":"https://openalex.org/C121332964","wikidata":"https://www.wikidata.org/wiki/Q413","display_name":"Physics","level":0,"score":0.08341437578201294},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.06147491931915283},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.06019645929336548},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1007/978-3-642-41515-9_22","is_oa":false,"landing_page_url":"https://doi.org/10.1007/978-3-642-41515-9_22","pdf_url":null,"source":{"id":"https://openalex.org/S106296714","display_name":"Lecture notes in computer science","issn_l":"0302-9743","issn":["0302-9743","1611-3349"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"book series"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Lecture Notes in Computer Science","raw_type":"book-chapter"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":7,"referenced_works":["https://openalex.org/W1983042782","https://openalex.org/W2031505684","https://openalex.org/W2042316664","https://openalex.org/W2128789534","https://openalex.org/W2156690247","https://openalex.org/W2168524492","https://openalex.org/W2493869043"],"related_works":["https://openalex.org/W2330640442","https://openalex.org/W1544816068","https://openalex.org/W1975234065","https://openalex.org/W2392533133","https://openalex.org/W2617981106","https://openalex.org/W4251142058","https://openalex.org/W1965041963","https://openalex.org/W2007426143","https://openalex.org/W2384221708","https://openalex.org/W2171402820"],"abstract_inverted_index":null,"counts_by_year":[{"year":2015,"cited_by_count":1}],"updated_date":"2025-11-06T03:46:38.306776","created_date":"2025-10-10T00:00:00"}