On Asian Option Pricing for NIG Levy Processes

Hansjörg Albrecher, Martin Predota

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

1 results

Finished
Number-Theoretic Algorithms and their Applications (FSP)
Grabner, P., Albrecher, H., Fuchs, C. J., Tichy, R., Predota, M., Stoll, T., Heuberger, C., Koch, W., Frisch, S., Hartinger, J., Ziegler, V., Lamberger, M. & Kainhofer, R.
1/01/00 → 31/12/05
Project: Research project