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

Jens Hugger

13 Citations (Scopus)

Original language	English
Journal	Journal of Computational and Applied Mathematics
Volume	185
Issue number	2
Pages (from-to)	460-481
ISSN	0377-0427
Publication status	Published - 2006

Cite this

@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",

}