Simulation Methods for Valuing Asian Option Prices in a Hyperbolic Asset Price Model

Jürgen Hartinger, Martin Predota

Publikation: Beitrag in einer Fachzeitschrift › Artikel › Begutachtung

Originalsprache	deutsch
Seiten (von - bis)	65-81
Fachzeitschrift	IMA Journal of Management Mathematics
Jahrgang	14
Publikationsstatus	Veröffentlicht - 2003

Dieses zitieren

@article{1be2d5127e614569a785e43d2d18515a,

title = "Simulation Methods for Valuing Asian Option Prices in a Hyperbolic Asset Price Model",

author = "J{\"u}rgen Hartinger and Martin Predota",

year = "2003",

language = "deutsch",

volume = "14",

pages = "65--81",

journal = "IMA Journal of Management Mathematics ",

issn = "1471-6798",

publisher = "Oxford University Press",

}