The Laplace transform approach to valuing exotic options: the case of the Asian option

Schröder, Michael

Document Type:	Conference or workshop publication
Year of publication:	2001
Book title:	Mathematical finance / Workshop of the Mathematical Finance Research Project, Konstanz, Germany, Oct. 5-7, 2000
The title of a journal, publication series:	Mathematical Finance / Workshop of the Mathematical Finance Research Project, Konstanz, Germany, October 5-7, 2000
Page range:	328-338
Publisher:	Kohlmann, Michael
Place of publication:	Basel [u.a.]
Publishing house:	Birkhäuser
ISBN:	3-7643-6553-6
Publication language:	English
Institution:	School of Business Informatics and Mathematics > Versicherungsmathematik (Bartels 1999-, Em)
Subject:	510 Mathematics

Dieser Eintrag ist Teil der Universitätsbibliographie.

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