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Number of items: 2.
2013
Ewald, Christian-Oliver, Menkens, Olaf and Hung Marten Ting, Sai (2013) Asian and Australian options: a common perspective. Journal of Economic Dynamics and Control, 37 (5). pp. 1001-1018. ISSN 0165-1889
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