A fixed strike Asian option and comments on its numerical solution

Jens Hugger

Originalsprog	Engelsk
Titel	Proceedings of 11th Computational Techniques and Applications Conference CTAC-2003
Publikationsdato	2004
Udgave	45
Sider	C215-C231
Status	Udgivet - 2004
Begivenhed	A fixed strike Asian option and comments on its numerical solution - Varighed: 29 nov. 2010 → …

Konference	A fixed strike Asian option and comments on its numerical solution
Periode	29/11/2010 → …

Adgang til dokumentet

@inproceedings{334f6450a4e511ddb5e9000ea68e967b,

title = "A fixed strike Asian option and comments on its numerical solution",

author = "Jens Hugger",

year = "2004",

language = "English",

pages = "C215--C231",

booktitle = "Proceedings of 11th Computational Techniques and Applications Conference CTAC-2003",

edition = "45",

note = "A fixed strike Asian option and comments on its numerical solution ; Conference date: 29-11-2010",

}