Pricing Asian Options in the Hyperbolic Model: A Fast Quasi-Monte Carlo Approach

Jürgen Hartinger, Martin Predota

Research output: Contribution to journalArticleResearchpeer-review

Original languageGerman
Pages (from-to)1-33
JournalGrazer mathematische Berichte
Volume335
Publication statusPublished - 2002

Cite this

Pricing Asian Options in the Hyperbolic Model: A Fast Quasi-Monte Carlo Approach. / Hartinger, Jürgen; Predota, Martin.

In: Grazer mathematische Berichte, Vol. 335, 2002, p. 1-33.

Research output: Contribution to journalArticleResearchpeer-review

@article{13667ca6747e4e608e1e56c0b0bb48f3,
title = "Pricing Asian Options in the Hyperbolic Model: A Fast Quasi-Monte Carlo Approach",
author = "J{\"u}rgen Hartinger and Martin Predota",
year = "2002",
language = "deutsch",
volume = "335",
pages = "1--33",
journal = "Grazer mathematische Berichte",
issn = "1016-7692",

}

TY - JOUR

T1 - Pricing Asian Options in the Hyperbolic Model: A Fast Quasi-Monte Carlo Approach

AU - Hartinger, Jürgen

AU - Predota, Martin

PY - 2002

Y1 - 2002

M3 - Artikel

VL - 335

SP - 1

EP - 33

JO - Grazer mathematische Berichte

JF - Grazer mathematische Berichte

SN - 1016-7692

ER -