| Original language | English |
|---|---|
| Pages (from-to) | 35-57 |
| Journal | Grazer mathematische Berichte |
| Volume | 345 |
| Publication status | Published - 2002 |
Bounds and approximations for discrete Asian options in a variance-gamma model
Hansjörg Albrecher, Martin Predota
Research output: Contribution to journal › Article › peer-review