简介：Inthispaper,wederivetwogeneralparameterizedboundariesoffinitedifferenceschemeforVee’sPDEwhichisusedtopricebothfixedandfloatingstrikeAsianoptions.Usingthesetwoboundaries,wecandealwithallkindsofsituations,especially,someextremecases,likeoverhighvolatility,verysmallvolatility,etc,underwhichtheAsianoptionisusuallymispricedinmanyexistingnumericalmethods.Numericalresultsshowthatourboundariesareprettyefficient.
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