Standard

A GLN Approach to Valuation and Hedging of Asian Basket Options. / Borovkova, SA; Permana, FJ.

The Programme. ed. / s.n. Yogyakarta - Indonesie : SEAMS - Gadjah Mada University, 2007. p. 213-216.

Research output: Chapter in Book/Report/Conference proceedingConference contributionScientific

Harvard

Borovkova, SA & Permana, FJ 2007, A GLN Approach to Valuation and Hedging of Asian Basket Options. in s.n. (ed.), The Programme. SEAMS - Gadjah Mada University, Yogyakarta - Indonesie, pp. 213-216, International Conference on Mathematics and Its Applications 2007, 24/07/07.

APA

Borovkova, SA., & Permana, FJ. (2007). A GLN Approach to Valuation and Hedging of Asian Basket Options. In s.n. (Ed.), The Programme (pp. 213-216). Yogyakarta - Indonesie: SEAMS - Gadjah Mada University.

Vancouver

Borovkova SA, Permana FJ. A GLN Approach to Valuation and Hedging of Asian Basket Options. In s.n., editor, The Programme. Yogyakarta - Indonesie: SEAMS - Gadjah Mada University. 2007. p. 213-216

Author

Borovkova, SA ; Permana, FJ. / A GLN Approach to Valuation and Hedging of Asian Basket Options. The Programme. editor / s.n. Yogyakarta - Indonesie : SEAMS - Gadjah Mada University, 2007. pp. 213-216

BibTeX

@inproceedings{587bed085c954ce7b02513d7a55f5c0b,
title = "A GLN Approach to Valuation and Hedging of Asian Basket Options",
keywords = "Conf.proc. > 3 pag",
author = "SA Borovkova and FJ Permana",
year = "2007",
language = "Undefined/Unknown",
publisher = "SEAMS - Gadjah Mada University",
pages = "213--216",
editor = "s.n.",
booktitle = "The Programme",

}

RIS

TY - GEN

T1 - A GLN Approach to Valuation and Hedging of Asian Basket Options

AU - Borovkova, SA

AU - Permana, FJ

PY - 2007

Y1 - 2007

KW - Conf.proc. > 3 pag

M3 - Conference contribution

SP - 213

EP - 216

BT - The Programme

A2 - s.n., null

PB - SEAMS - Gadjah Mada University

CY - Yogyakarta - Indonesie

ER -

ID: 3661933