On Asian Option Pricing for NIG Levy Processes

Research output: Contribution to journal › Article › peer-review

Original language	English
Pages (from-to)	153-168
Journal	Journal of Computational and Applied Mathematics
Volume	172
Issue number	1
Publication status	Published - 2004

Cite this

@article{8a4f8bb96104467fb5f12a64c2154504,

title = "On Asian Option Pricing for NIG Levy Processes",

author = "Hansj{\"o}rg Albrecher and Martin Predota",

year = "2004",

language = "English",

volume = "172",

pages = "153--168",

journal = "Journal of Computational and Applied Mathematics",

issn = "1879-1778",

publisher = "Elsevier B.V.",

number = "1",

}