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Alziary, Bénédicte
Gollier, C.
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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
Saved in:
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
Saved in:
3
Blow up of the solutions to a linear elliptic system involving Schrödinger operators
Alziary, Bénédicte
;
Fleckinger, Jacqueline
-
2017
Persistent link: https://www.econbiz.de/10012265747
Saved in:
4
On the Heston model with stochastic volatility : analytic solutions and complete markets
Alziary, Bénédicte
;
Takáč, Peter
-
2017
Persistent link: https://www.econbiz.de/10012265761
Saved in:
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