The Boundary Value Formulation of the Asian Call Option
Research output: Chapter in Book/Report/Conference proceeding › Book chapter › Research
| Original language | English |
|---|---|
| Title of host publication | Numerical Mathematics and Advanced Applications. Proceedings of ENUMATH 2001, the 4th European Conference on Numerical Mathematics and Advanced Applications, Ischia, July 2001 |
| Place of Publication | Milano |
| Publisher | Springer |
| Publication date | 2003 |
| Pages | 409-418 |
| ISBN (Print) | 88-470-0180-3 |
| Publication status | Published - 2003 |
ID: 63704