Chao Sun (Selection)

List of publications from the DBLP Bibliography Server - FAQ

Ask others: ACM DL/Guide -

3 Chao Sun, Jing-Yang Yang, Sheng-Hong Li: On barrier option pricing in binomial market with transaction costs. Applied Mathematics and Computation 189(2): 1505-1516 (2007)

2 Chao Sun, Jing-Yang Yang, Sheng-Hong Li: On reset option pricing in binomial market with both fixed and proportional transaction costs. Applied Mathematics and Computation 193(1): 143-153 (2007)

Selection of 2 from 5 records - Chao Sun has 10 coauthors

3		Chao Sun, Jing-Yang Yang, Sheng-Hong Li: On barrier option pricing in binomial market with transaction costs. Applied Mathematics and Computation 189(2): 1505-1516 (2007)
2		Chao Sun, Jing-Yang Yang, Sheng-Hong Li: On reset option pricing in binomial market with both fixed and proportional transaction costs. Applied Mathematics and Computation 193(1): 143-153 (2007)