Browse by Author
 | Up a level |
Group by: Date | No Grouping
Jump to: 2011
Number of items: 1.
2011
Yang, Zhaojun, Ewald, Christian-Oliver and Menkens, Olaf (2011) Pricing and hedging of Asian options: Quasi-explicit solutions via Malliavin calculus. Mathematical Methods of Operations Research (ZOR), 74 (1). pp. 93-120. ISSN 1432-5217