The Boundary Value Formulation of the Asian Call Option

Publikation: Bidrag til bog/antologi/rapport › Bidrag til bog/antologi › Forskning

  • Jens Hugger
OriginalsprogEngelsk
TitelNumerical Mathematics and Advanced Applications. Proceedings of ENUMATH 2001, the 4th European Conference on Numerical Mathematics and Advanced Applications, Ischia, July 2001
UdgivelsesstedMilano
ForlagSpringer
Publikationsdato2003
Sider409-418
ISBN (Trykt)88-470-0180-3
StatusUdgivet - 2003

ID: 63704