%0 Journal Article %1 journals/mmor/YangEM11 %A Yang, Zhaojun %A Ewald, Christian-Oliver %A Menkens, Olaf %D 2011 %J Math. Methods Oper. Res. %K dblp %N 1 %P 93-120 %T Pricing and hedging of Asian options: quasi-explicit solutions via Malliavin calculus. %U http://dblp.uni-trier.de/db/journals/mmor/mmor74.html#YangEM11 %V 74

@article{journals/mmor/YangEM11, added-at = {2022-12-07T00:00:00.000+0100}, author = {Yang, Zhaojun and Ewald, Christian-Oliver and Menkens, Olaf}, biburl = {https://www.bibsonomy.org/bibtex/256fe7bc7b3aae1efe92d9e0f2334b003/dblp}, ee = {https://doi.org/10.1007/s00186-011-0352-7}, interhash = {c26dc4c083de1fc533cfbf9fb7c63b04}, intrahash = {56fe7bc7b3aae1efe92d9e0f2334b003}, journal = {Math. Methods Oper. Res.}, keywords = {dblp}, number = 1, pages = {93-120}, timestamp = {2024-04-08T19:37:55.000+0200}, title = {Pricing and hedging of Asian options: quasi-explicit solutions via Malliavin calculus.}, url = {http://dblp.uni-trier.de/db/journals/mmor/mmor74.html#YangEM11}, volume = 74, year = 2011 }