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 Sep 2007 → 26 Sep 2007

Name
Publisher	Acta Press

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

Keywords

@inproceedings{6c337e15db25448f86b44d1a718d3a0e,

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 = "null ; Conference date: 24-09-2007 Through 26-09-2007",

}