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~person:"Koehl, Pierre-François"
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Koehl, Pierre-François
Décamps, Jean-Paul
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Villeneuve, Stéphane
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Mariotti, Thomas
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Lovo, Stefano M.
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Morellec, Erwan
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Decamps, J. P.
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Decamps, J.-P.
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Faure-Grimaud, Antoine
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Rochet, Jean-Charles
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Alziary, B.
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Decamps, J.P.
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Gryglewicz, Sebastian
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Alziary, Bénédicte
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Decamps, J-P.
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A PDE approach to Asian options : analytical and numerical evidence
Alziary, Bénédicte
- In:
Journal of banking & finance
21
(
1997
)
5
,
pp. 613-640
Persistent link: https://www.econbiz.de/10001222189
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2
A PDE approach to Asian options : analytical and numerical evidence
Alziary, Bénédicte
;
Décamps, Jean-Paul
;
Koehl, …
-
1996
Persistent link: https://www.econbiz.de/10000936713
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