Stop the war!

Остановите войну!

for scientists:

default search action

combined dblp search
author search
venue search
publication search

ask others

"Pricing and hedging of Asian options: quasi-explicit solutions via ..."

Zhaojun Yang, Christian-Oliver Ewald, Olaf Menkens (2011)

> Home

Details and statistics

DOI: 10.1007/S00186-011-0352-7

access: closed

type: Journal Article

metadata version: 2022-12-07

- view
  - electronic edition via DOI
  - unpaywalled version
  authority control:
- export record
  dblp key:
  - journals/mmor/YangEM11
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/journals/mmor/YangEM11
Zhaojun Yang, Christian-Oliver Ewald, Olaf Menkens:
Pricing and hedging of Asian options: quasi-explicit solutions via Malliavin calculus. Math. Methods Oper. Res. 74(1): 93-120 (2011)

a service of

manage site settings

To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.