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Publications in Scientific Journals:

F. Hubalek, C. Sgarra:
"On the explicit evaluation of the geometric Asian options in stochastic volatility models with jumps";
Journal of Computational and Applied Mathematics, 235 (2011), 11; 3355 - 3365.



"Official" electronic version of the publication (accessed through its Digital Object Identifier - DOI)
http://dx.doi.org/10.1016/j.cam.2011.01.049



Related Projects:
Project Head Uwe Schmock:
Christian-Doppler-Labor für Portfolio Risk Management (PRisMa Lab)


Created from the Publication Database of the Vienna University of Technology.