A fixed strike Asian option and comments on its numerical solution

Jens Hugger

Original language	English
Title of host publication	Proceedings of 11th Computational Techniques and Applications Conference CTAC-2003
Publication date	2004
Edition	45
Pages	C215-C231
Publication status	Published - 2004
Event	A fixed strike Asian option and comments on its numerical solution - Duration: 29 Nov 2010 → …

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

Access to Document

@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",

}