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.