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
Page range: 328-338
Author/Publisher of the book
(only the first ones mentioned)
:
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)
Subject: 510 Mathematics

Dieser Eintrag ist Teil der Universitätsbibliographie.




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Schröder, Michael The Laplace transform approach to valuing exotic options: the case of the Asian option. Kohlmann, Michael 328-338 In: Mathematical finance / Workshop of the Mathematical Finance Research Project, Konstanz, Germany, Oct. 5-7, 2000 (2001) Basel [u.a.] [Conference or workshop publication]


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