On Asian Option Pricing for NIG Levy Processes

Research output: Contribution to journalArticleResearchpeer-review

Original languageEnglish
Pages (from-to)153-168
JournalJournal of computational and applied mathematics
Volume172
Issue number1
Publication statusPublished - 2004

Cite this

On Asian Option Pricing for NIG Levy Processes. / Albrecher, Hansjörg; Predota, Martin.

In: Journal of computational and applied mathematics, Vol. 172, No. 1, 2004, p. 153-168.

Research output: Contribution to journalArticleResearchpeer-review

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