On European and Asian option pricing in the generalized hyperbolic model

Martin Predota

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

Original language	English
Pages (from-to)	111-144
Journal	European Journal of Applied Mathematics
Volume	1
Publication status	Published - 2005

Cite this

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title = "On European and Asian option pricing in the generalized hyperbolic model",

author = "Martin Predota",

year = "2005",

language = "English",

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journal = "European Journal of Applied Mathematics",

issn = "0956-7925",

publisher = "Cambridge University Press",

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JO - European Journal of Applied Mathematics

JF - European Journal of Applied Mathematics

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