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

Research output: Contribution to journal › Journal article › Research › peer-review

Standard

Wellposedness of the boundary value formulation of a fixed strike Asian option. / Hugger, Jens.

In: Journal of Computational and Applied Mathematics, Vol. 185, No. 2, 2006, p. 460-481.

Research output: Contribution to journal › Journal article › Research › peer-review

Harvard

Hugger, J 2006, 'Wellposedness of the boundary value formulation of a fixed strike Asian option', Journal of Computational and Applied Mathematics, vol. 185, no. 2, pp. 460-481.

APA

Hugger, J. (2006). Wellposedness of the boundary value formulation of a fixed strike Asian option. Journal of Computational and Applied Mathematics, 185(2), 460-481.

Vancouver

Hugger J. Wellposedness of the boundary value formulation of a fixed strike Asian option. Journal of Computational and Applied Mathematics. 2006;185(2):460-481.

Author

Hugger, Jens. / Wellposedness of the boundary value formulation of a fixed strike Asian option. In: Journal of Computational and Applied Mathematics. 2006 ; Vol. 185, No. 2. pp. 460-481.

Bibtex

@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",

}

RIS

TY - JOUR

T1 - Wellposedness of the boundary value formulation of a fixed strike Asian option

AU - Hugger, Jens

PY - 2006

Y1 - 2006

M3 - Journal article

VL - 185

SP - 460

EP - 481

JO - Journal of Computational and Applied Mathematics

JF - Journal of Computational and Applied Mathematics

SN - 0377-0427

IS - 2

ER -

ID: 68270