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Exact matches for:

  • Author = Menkens O

1. Ewald CO, Menkens O, Ting SHM
Christian-Oliver Ewald, Olaf Menkens, Sai Hung Marten Ting: Asian and Australian options: A common perspective, Journal of Economic Dynamics and Control, 37 (2013), no. 5, 1001–1018.


2. Yang Z, Ewald CO, Menkens O
Zhaojun Yang, Christian-Oliver Ewald and Olaf Menkens: Pricing and hedging of Asian options: quasi-explicit solutions via Malliavin calculus, Mathematical Methods of Operations Research, Online (2011), Online.


Number of matches: 2