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
| Original language | English |
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| Title of host publication | Proceedings of 11th Computational Techniques and Applications Conference CTAC-2003 |
| Publication date | 2004 |
| Edition | 45 |
| Pages | C215-C231 |
| Publication status | Published - 2004 |
| Event | A fixed strike Asian option and comments on its numerical solution - Duration: 29 Nov 2010 → … |
Conference
| Conference | A fixed strike Asian option and comments on its numerical solution |
|---|---|
| Periode | 29/11/2010 → … |
ID: 8257230