Detailed Information
Cited 0 time in 
Cited 0 time in 
Cited 0 time in
Metadata Downloads
Geometric Asian options under Heston model: Pricing and Hedging
Full metadata record
| DC Field | Value | Language |
|---|---|---|
| dc.contributor.author | Wee, In-Suk | - |
| dc.date.accessioned | 2021-08-29T16:49:30Z | - |
| dc.date.available | 2021-08-29T16:49:30Z | - |
| dc.date.created | 2021-04-22 | - |
| dc.date.issued | 2013-07-11 | - |
| dc.identifier.uri | https://scholar.korea.ac.kr/handle/2021.sw.korea/43807 | - |
| dc.publisher | SIAM(Siciety for Industrial and Applied Mathemaics) | - |
| dc.subject | Asian option, Heston model, Hedging | - |
| dc.title | Geometric Asian options under Heston model: Pricing and Hedging | - |
| dc.title.alternative | 영어 | - |
| dc.type | Conference | - |
| dc.contributor.affiliatedAuthor | Wee, In-Suk | - |
| dc.identifier.bibliographicCitation | 2013 SIAM Annual Meeting, pp.94 | - |
| dc.relation.isPartOf | 2013 SIAM Annual Meeting | - |
| dc.relation.isPartOf | 2013 SIAM Annual Meeting | - |
| dc.citation.title | 2013 SIAM Annual Meeting | - |
| dc.citation.startPage | 94 | - |
| dc.citation.endPage | 94 | - |
| dc.citation.conferencePlace | US | - |
| dc.citation.conferencePlace | San Diego, CA, USA | - |
| dc.citation.conferenceDate | 2013-07-08 | - |
| dc.type.rims | CONF | - |
| dc.description.journalClass | 1 | - |
- Files in This Item
- There are no files associated with this item.
- Appears in
Collections - College of Science > Department of Mathematics > 2. Conference Papers
Items in ScholarWorks are protected by copyright, with all rights reserved, unless otherwise indicated.