Wellposedness of the boundary value formulation of a fixed strike Asian option
Research output: Contribution to journal › Journal article › Research › peer-review
Standard
Wellposedness of the boundary value formulation of a fixed strike Asian option. / Hugger, Jens.
In: Journal of Computational and Applied Mathematics, Vol. 185, No. 2, 2006, p. 460-481.Research output: Contribution to journal › Journal article › Research › peer-review
Harvard
Hugger, J 2006, 'Wellposedness of the boundary value formulation of a fixed strike Asian option', Journal of Computational and Applied Mathematics, vol. 185, no. 2, pp. 460-481.
APA
Hugger, J. (2006). Wellposedness of the boundary value formulation of a fixed strike Asian option. Journal of Computational and Applied Mathematics, 185(2), 460-481.
Vancouver
Hugger J. Wellposedness of the boundary value formulation of a fixed strike Asian option. Journal of Computational and Applied Mathematics. 2006;185(2):460-481.
Author
Bibtex
@article{05deb34074c211dbbee902004c4f4f50,
title = "Wellposedness of the boundary value formulation of a fixed strike Asian option",
author = "Jens Hugger",
year = "2006",
language = "English",
volume = "185",
pages = "460--481",
journal = "Journal of Computational and Applied Mathematics",
issn = "0377-0427",
publisher = "Elsevier BV * North-Holland",
number = "2",
}
RIS
TY - JOUR
T1 - Wellposedness of the boundary value formulation of a fixed strike Asian option
AU - Hugger, Jens
PY - 2006
Y1 - 2006
M3 - Journal article
VL - 185
SP - 460
EP - 481
JO - Journal of Computational and Applied Mathematics
JF - Journal of Computational and Applied Mathematics
SN - 0377-0427
IS - 2
ER -
ID: 68270