42 citations · 43 across the 12 of their papers we have counts for
1 paper · 1 filter
Zhenyu Cui, Chihoon Lee, Yanchu Liu
Cai, Song and Kou (2015) [Cai, N., Y. Song, S. Kou (2015) A general framework for pricing Asian options under Markov processes. Oper. Res. 63(3): 540-554] made a breakthrough by pr…