Asian basket options and implied correlations in oil markets

SA Borovkova, FJ Permana

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

Original language	Undefined/Unknown
Title of host publication	Financial Engineering and Applications
Editors	P Locke
Place of Publication	USA
Publisher	ACTA Press
Pages	85-91
Number of pages	7
ISBN (Print)	978-0-88986-681-2
Publication status	Published - 2007
Event	Proceeding of the fourth IASTED International Conference - USA Duration: 24 Sept 2007 → 26 Sept 2007

Name
Publisher	Acta Press

Conference	Proceeding of the fourth IASTED International Conference
Period	24/09/07 → 26/09/07

Keywords

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title = "Asian basket options and implied correlations in oil markets",

keywords = "Conf.proc. > 3 pag",

author = "SA Borovkova and FJ Permana",

year = "2007",

language = "Undefined/Unknown",

isbn = "978-0-88986-681-2",

publisher = "ACTA Press",

pages = "85--91",

editor = "P Locke",

booktitle = "Financial Engineering and Applications",

note = "Proceeding of the fourth IASTED International Conference ; Conference date: 24-09-2007 Through 26-09-2007",

}

TY - GEN

T1 - Asian basket options and implied correlations in oil markets

AU - Borovkova, SA

AU - Permana, FJ

PY - 2007

Y1 - 2007

KW - Conf.proc. > 3 pag

M3 - Conference contribution

SN - 978-0-88986-681-2

SP - 85

EP - 91

BT - Financial Engineering and Applications

A2 - Locke, P

PB - ACTA Press

CY - USA

T2 - Proceeding of the fourth IASTED International Conference

Y2 - 24 September 2007 through 26 September 2007

ER -