The Boundary Value Formulation of the Asian Call Option

Jens Hugger

The Boundary Value Formulation of the Asian Call Option

Jens Hugger

Section of Applied Mathematics and Statistics

Original language	English
Title of host publication	Numerical Mathematics and Advanced Applications. Proceedings of ENUMATH 2001, the 4th European Conference on Numerical Mathematics and Advanced Applications, Ischia, July 2001
Place of Publication	Milano
Publisher	Springer
Publication date	2003
Pages	409-418
ISBN (Print)	88-470-0180-3
Publication status	Published - 2003

Cite this

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. p. 409-418.

Research output: Chapter in Book/Report/Conference proceeding › Book chapter › Research

@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 -