Simulation Methods for Valuing Asian Option Prices in a Hyperbolic Asset Price Model

Jürgen Hartinger, Martin Predota

Institute of Analysis and Number Theory (5010)

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