A General Framework for Pricing Asian Options Under Markov Processes
Cai, Ning; Song, Yingda; Kou, Steven
- 期刊名称Operations Research
- 作者Cai, Ning; Song, Yingda; Kou, Steven
- 卷第63卷
- 期第3期
- 印刷ISSN0030-364X
- 电子ISSN1526-5463
- 文件大小321.09KB
- 发表时间2015-06
- DOI10.1287/opre.2015.1385
- 页码540-554