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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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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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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
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On the Heston model with stochastic volatility : analytic solutions and complete markets
Alziary, Bénédicte; Takáč, Peter - 2017
Persistent link: https://www.econbiz.de/10012265761