A GLN Approach to Valuation and Hedging of Asian Basket Options

SA Borovkova, FJ Permana

Research output: Chapter in Book/Conference proceedings/Edited volumeConference contributionScientific

Original languageUndefined/Unknown
Title of host publicationThe Programme
Editors s.n.
Place of PublicationYogyakarta - Indonesie
PublisherSEAMS - Gadjah Mada University
Pages213-216
Number of pages4
Publication statusPublished - 2007
EventInternational Conference on Mathematics and Its Applications 2007 - Yogyakarta - Indonesie
Duration: 24 Jul 200727 Jul 2007

Publication series

Name
PublisherSEAMS - Gadjah Mada University

Conference

ConferenceInternational Conference on Mathematics and Its Applications 2007
Period24/07/0727/07/07

Keywords

  • Conf.proc. > 3 pag

Cite this

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). SEAMS - Gadjah Mada University.