Wellposedness of the boundary value formulation of a fixed strike Asian option

Jens Hugger

13 Citationer (Scopus)

Originalsprog	Engelsk
Tidsskrift	Journal of Computational and Applied Mathematics
Vol/bind	185
Udgave nummer	2
Sider (fra-til)	460-481
ISSN	0377-0427
Status	Udgivet - 2006

Citationsformater

@article{05deb34074c211dbbee902004c4f4f50,

title = "Wellposedness of the boundary value formulation of a fixed strike Asian option",

author = "Jens Hugger",

year = "2006",

language = "English",

volume = "185",

pages = "460--481",

journal = "Journal of Computational and Applied Mathematics",

issn = "0377-0427",

publisher = "Elsevier BV * North-Holland",

number = "2",

}