A fixed strike Asian option and comments on its numerical solution

Publikation: Bidrag til bog/antologi/rapportKonferencebidrag i proceedingsForskningfagfællebedømt

  • Jens Hugger
OriginalsprogEngelsk
TitelProceedings of 11th Computational Techniques and Applications Conference CTAC-2003
Publikationsdato2004
Udgave45
SiderC215-C231
StatusUdgivet - 2004
BegivenhedA fixed strike Asian option and comments on its numerical solution -
Varighed: 29 nov. 2010 → …

Konference

KonferenceA fixed strike Asian option and comments on its numerical solution
Periode29/11/2010 → …

ID: 8257230