The Valuation of Asian Options in Market Models of Exponential Levy Type

Research output: Chapter in Book/Report/Conference proceedingConference contributionResearchpeer-review

Original languageEnglish
Title of host publicationProceedings of the 2nd Actuarial and Financial Mathematics Day, Royal Flemish Academy of Belgium for Arts and Sciences
Publisher.
Pages11-20
Publication statusPublished - 2004

Cite this

Albrecher, H. (2004). The Valuation of Asian Options in Market Models of Exponential Levy Type. In Proceedings of the 2nd Actuarial and Financial Mathematics Day, Royal Flemish Academy of Belgium for Arts and Sciences (pp. 11-20). ..

The Valuation of Asian Options in Market Models of Exponential Levy Type. / Albrecher, Hansjörg.

Proceedings of the 2nd Actuarial and Financial Mathematics Day, Royal Flemish Academy of Belgium for Arts and Sciences. ., 2004. p. 11-20.

Research output: Chapter in Book/Report/Conference proceedingConference contributionResearchpeer-review

Albrecher, H 2004, The Valuation of Asian Options in Market Models of Exponential Levy Type. in Proceedings of the 2nd Actuarial and Financial Mathematics Day, Royal Flemish Academy of Belgium for Arts and Sciences. ., pp. 11-20.
Albrecher H. The Valuation of Asian Options in Market Models of Exponential Levy Type. In Proceedings of the 2nd Actuarial and Financial Mathematics Day, Royal Flemish Academy of Belgium for Arts and Sciences. . 2004. p. 11-20
Albrecher, Hansjörg. / The Valuation of Asian Options in Market Models of Exponential Levy Type. Proceedings of the 2nd Actuarial and Financial Mathematics Day, Royal Flemish Academy of Belgium for Arts and Sciences. ., 2004. pp. 11-20
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