The Boundary Value Formulation of the Asian Call Option

Jens Hugger

The Boundary Value Formulation of the Asian Call Option

Jens Hugger

Afdeling for anvendt Matematik og Statistik

Originalsprog	Engelsk
Titel	Numerical Mathematics and Advanced Applications. Proceedings of ENUMATH 2001, the 4th European Conference on Numerical Mathematics and Advanced Applications, Ischia, July 2001
Udgivelsessted	Milano
Forlag	Springer
Publikationsdato	2003
Sider	409-418
ISBN (Trykt)	88-470-0180-3
Status	Udgivet - 2003

Citationsformater

The Boundary Value Formulation of the Asian Call Option. / Hugger, Jens.

Numerical Mathematics and Advanced Applications. Proceedings of ENUMATH 2001, the 4th European Conference on Numerical Mathematics and Advanced Applications, Ischia, July 2001. Milano : Springer, 2003. s. 409-418.

Publikation: Bidrag til bog/antologi/rapport › Bidrag til bog/antologi › Forskning

@inbook{acc8ea0074c111dbbee902004c4f4f50,

title = "The Boundary Value Formulation of the Asian Call Option",

author = "Jens Hugger",

year = "2003",

language = "English",

isbn = "88-470-0180-3",

pages = "409--418",

booktitle = "Numerical Mathematics and Advanced Applications. Proceedings of ENUMATH 2001, the 4th European Conference on Numerical Mathematics and Advanced Applications, Ischia, July 2001",

publisher = "Springer",

}

TY - CHAP

T1 - The Boundary Value Formulation of the Asian Call Option

AU - Hugger, Jens

PY - 2003

Y1 - 2003

M3 - Book chapter

SN - 88-470-0180-3

SP - 409

EP - 418

BT - Numerical Mathematics and Advanced Applications. Proceedings of ENUMATH 2001, the 4th European Conference on Numerical Mathematics and Advanced Applications, Ischia, July 2001

PB - Springer

CY - Milano

ER -