The Boundary Value Formulation of the Asian Call Option
Research output: Chapter in Book/Report/Conference proceeding › Book chapter › Research
Standard
The Boundary Value Formulation of the Asian Call Option. / Hugger, Jens.
Numerical Mathematics and Advanced Applications. Proceedings of ENUMATH 2001, the 4th European Conference on Numerical Mathematics and Advanced Applications, Ischia, July 2001. Milano : Springer, 2003. p. 409-418.Research output: Chapter in Book/Report/Conference proceeding › Book chapter › Research
Harvard
Hugger, J 2003, The Boundary Value Formulation of the Asian Call Option. in Numerical Mathematics and Advanced Applications. Proceedings of ENUMATH 2001, the 4th European Conference on Numerical Mathematics and Advanced Applications, Ischia, July 2001. Springer, Milano, pp. 409-418.
APA
Hugger, J. (2003). The Boundary Value Formulation of the Asian Call Option. In Numerical Mathematics and Advanced Applications. Proceedings of ENUMATH 2001, the 4th European Conference on Numerical Mathematics and Advanced Applications, Ischia, July 2001 (pp. 409-418). Springer.
Vancouver
Hugger J. The Boundary Value Formulation of the Asian Call Option. In Numerical Mathematics and Advanced Applications. Proceedings of ENUMATH 2001, the 4th European Conference on Numerical Mathematics and Advanced Applications, Ischia, July 2001. Milano: Springer. 2003. p. 409-418
Author
Bibtex
@inbook{acc8ea0074c111dbbee902004c4f4f50,
title = "The Boundary Value Formulation of the Asian Call Option",
author = "Jens Hugger",
year = "2003",
language = "English",
isbn = "88-470-0180-3",
pages = "409--418",
booktitle = "Numerical Mathematics and Advanced Applications. Proceedings of ENUMATH 2001, the 4th European Conference on Numerical Mathematics and Advanced Applications, Ischia, July 2001",
publisher = "Springer",
address = "Switzerland",
}
RIS
TY - CHAP
T1 - The Boundary Value Formulation of the Asian Call Option
AU - Hugger, Jens
PY - 2003
Y1 - 2003
M3 - Book chapter
SN - 88-470-0180-3
SP - 409
EP - 418
BT - Numerical Mathematics and Advanced Applications. Proceedings of ENUMATH 2001, the 4th European Conference on Numerical Mathematics and Advanced Applications, Ischia, July 2001
PB - Springer
CY - Milano
ER -
ID: 63704