A GLN Approach to Valuation and Hedging of Asian Basket Options

SA Borovkova, FJ Permana

Research output: Chapter in Book/Conference proceedings/Edited volume › Conference contribution › Scientific

Original language	Undefined/Unknown
Title of host publication	The Programme
Editors	s.n.
Place of Publication	Yogyakarta - Indonesie
Publisher	SEAMS - Gadjah Mada University
Pages	213-216
Number of pages	4
Publication status	Published - 2007
Event	International Conference on Mathematics and Its Applications 2007 - Yogyakarta - Indonesie Duration: 24 Jul 2007 → 27 Jul 2007

Name
Publisher	SEAMS - Gadjah Mada University

Conference	International Conference on Mathematics and Its Applications 2007
Period	24/07/07 → 27/07/07

Keywords

@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",

note = "International Conference on Mathematics and Its Applications 2007 ; Conference date: 24-07-2007 Through 27-07-2007",

}

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

T2 - International Conference on Mathematics and Its Applications 2007

Y2 - 24 July 2007 through 27 July 2007

ER -