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

Research output: Contribution to journalJournal articleResearchpeer-review

  • Jens Hugger
Original languageEnglish
JournalJournal of Computational and Applied Mathematics
Volume185
Issue number2
Pages (from-to)460-481
ISSN0377-0427
Publication statusPublished - 2006

ID: 68270