The Valuation of Asian Options in Market Models of Exponential Levy Type

Research output: Chapter in Book/Report/Conference proceeding › Conference paper › peer-review

Original language	English
Title of host publication	Proceedings of the 2nd Actuarial and Financial Mathematics Day, Royal Flemish Academy of Belgium for Arts and Sciences
Publisher	.
Pages	11-20
Publication status	Published - 2004

Cite this

@inproceedings{f923356487e54f72acead2604229bbc5,

title = "The Valuation of Asian Options in Market Models of Exponential Levy Type",

author = "Hansj{\"o}rg Albrecher",

year = "2004",

language = "English",

pages = "11--20",

booktitle = "Proceedings of the 2nd Actuarial and Financial Mathematics Day, Royal Flemish Academy of Belgium for Arts and Sciences",

publisher = ".",

}