collaborators

1 paper

q-fin.PR2016

On "A General Framework for Pricing Asian Options Under Markov Processes"

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…