A fixed strike Asian option and comments on its numerical solution

Research output: Chapter in Book/Report/Conference proceeding › Article in proceedings › Research › peer-review

Standard

A fixed strike Asian option and comments on its numerical solution. / Hugger, Jens.

Proceedings of 11th Computational Techniques and Applications Conference CTAC-2003. 45. ed. 2004. p. C215-C231.

Research output: Chapter in Book/Report/Conference proceeding › Article in proceedings › Research › peer-review

Harvard

Hugger, J 2004, A fixed strike Asian option and comments on its numerical solution. in Proceedings of 11th Computational Techniques and Applications Conference CTAC-2003. 45 edn, pp. C215-C231, A fixed strike Asian option and comments on its numerical solution, 29/11/2010. <http://anziamj.austms.org.au/V45/CTAC2003/Hugg>

APA

Hugger, J. (2004). A fixed strike Asian option and comments on its numerical solution. In Proceedings of 11th Computational Techniques and Applications Conference CTAC-2003 (45 ed., pp. C215-C231) http://anziamj.austms.org.au/V45/CTAC2003/Hugg

Vancouver

Hugger J. A fixed strike Asian option and comments on its numerical solution. In Proceedings of 11th Computational Techniques and Applications Conference CTAC-2003. 45 ed. 2004. p. C215-C231

Author

Hugger, Jens. / A fixed strike Asian option and comments on its numerical solution. Proceedings of 11th Computational Techniques and Applications Conference CTAC-2003. 45. ed. 2004. pp. C215-C231

Bibtex

@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",

}

RIS

TY - GEN

T1 - A fixed strike Asian option and comments on its numerical solution

AU - Hugger, Jens

PY - 2004

Y1 - 2004

M3 - Article in proceedings

SP - C215-C231

BT - Proceedings of 11th Computational Techniques and Applications Conference CTAC-2003

T2 - A fixed strike Asian option and comments on its numerical solution

Y2 - 29 November 2010

ER -

ID: 8257230