Arithmetic average options in the hyperbolic model

Gerhard Larcher, Robert Tichy, Martin Predota

Research output: Contribution to journal › Article › peer-review

Original language	English
Pages (from-to)	227-239
Number of pages	13
Journal	Monte Carlo Methods and Applications
Volume	9
Issue number	3
DOIs	https://doi.org/10.1515/156939603322728996
Publication status	Published - Sept 2003

Fields of science

@article{7309650e52e74e5eacf8e23695bcb8a2,

title = "Arithmetic average options in the hyperbolic model",

author = "Gerhard Larcher and Robert Tichy and Martin Predota",

year = "2003",

month = sep,

doi = "10.1515/156939603322728996",

language = "English",

volume = "9",

pages = "227--239",

journal = "Monte Carlo Methods and Applications",

issn = "0929-9629",

publisher = "De Gruyter",

number = "3",

}

TY - JOUR

T1 - Arithmetic average options in the hyperbolic model

AU - Larcher, Gerhard

AU - Tichy, Robert

AU - Predota, Martin

PY - 2003/9

Y1 - 2003/9

UR - https://www.scopus.com/pages/publications/21144437349

U2 - 10.1515/156939603322728996

DO - 10.1515/156939603322728996

M3 - Article

SN - 0929-9629

VL - 9

SP - 227

EP - 239

JO - Monte Carlo Methods and Applications

JF - Monte Carlo Methods and Applications

IS - 3

ER -