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Bounds for the price of discretely sampled arithmetic Asian options

Michèle Vanmaele UGent, Griselda Deelstra, Jan Liinev, Jan Dhaene and MJ Goovaerts (2002) Proceedings of the 2nd conference in actuarial science and finance, Samos, 2002.
Please use this url to cite or link to this publication:
author
organization
year
type
conference (meetingAbstract)
publication status
published
subject
in
Proceedings of the 2nd conference in actuarial science and finance, Samos, 2002
conference name
2nd Conference in Actuarial Science and Finance
conference location
Samos, Greece
conference start
2002-09-20
conference end
2002-09-22
language
English
UGent publication?
yes
classification
C3
additional info
publication on CD-Rom
id
161965
handle
http://hdl.handle.net/1854/LU-161965
date created
2004-01-14 13:39:00
date last changed
2017-09-18 10:31:57
@inproceedings{161965,
  author       = {Vanmaele, Mich{\`e}le and Deelstra, Griselda and Liinev, Jan and Dhaene, Jan and Goovaerts, MJ},
  booktitle    = {Proceedings of the 2nd conference in actuarial science and finance, Samos, 2002},
  language     = {eng},
  location     = {Samos, Greece},
  title        = {Bounds for the price of discretely sampled arithmetic Asian options},
  year         = {2002},
}

Chicago
Vanmaele, Michèle, Griselda Deelstra, Jan Liinev, Jan Dhaene, and MJ Goovaerts. 2002. “Bounds for the Price of Discretely Sampled Arithmetic Asian Options.” In Proceedings of the 2nd Conference in Actuarial Science and Finance, Samos, 2002.
APA
Vanmaele, Michèle, Deelstra, G., Liinev, J., Dhaene, J., & Goovaerts, M. (2002). Bounds for the price of discretely sampled arithmetic Asian options. Proceedings of the 2nd conference in actuarial science and finance, Samos, 2002. Presented at the 2nd Conference in Actuarial Science and Finance.
Vancouver
1.
Vanmaele M, Deelstra G, Liinev J, Dhaene J, Goovaerts M. Bounds for the price of discretely sampled arithmetic Asian options. Proceedings of the 2nd conference in actuarial science and finance, Samos, 2002. 2002.
MLA
Vanmaele, Michèle, Griselda Deelstra, Jan Liinev, et al. “Bounds for the Price of Discretely Sampled Arithmetic Asian Options.” Proceedings of the 2nd Conference in Actuarial Science and Finance, Samos, 2002. 2002. Print.