The Boundary Value Formulation of the Asian Call Option

Publikation: Bidrag til bog/antologi/rapportBidrag til bog/antologiForskning

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. s. 409-418.

Publikation: Bidrag til bog/antologi/rapportBidrag til bog/antologiForskning

Harvard

Hugger, J 2003, The Boundary Value Formulation of the Asian Call Option. i Numerical Mathematics and Advanced Applications. Proceedings of ENUMATH 2001, the 4th European Conference on Numerical Mathematics and Advanced Applications, Ischia, July 2001. Springer, Milano, s. 409-418.

APA

Hugger, J. (2003). The Boundary Value Formulation of the Asian Call Option. I Numerical Mathematics and Advanced Applications. Proceedings of ENUMATH 2001, the 4th European Conference on Numerical Mathematics and Advanced Applications, Ischia, July 2001 (s. 409-418). Springer.

Vancouver

Hugger J. The Boundary Value Formulation of the Asian Call Option. I 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. s. 409-418

Author

Hugger, Jens. / The Boundary Value Formulation of the Asian Call Option. 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. s. 409-418

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