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"Pricing Discretely Monitored Asian Options Under Regime-Switching and ..."

Weinan Zhang et al. (2024)

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DOI: 10.1007/S10915-023-02438-5

access: closed

type: Journal Article

metadata version: 2024-03-22

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  - https://dblp.org/rec/journals/jscic/ZhangZZK24
Weinan Zhang, Pingping Zeng, Gongqiu Zhang, Yue Kuen Kwok:
Pricing Discretely Monitored Asian Options Under Regime-Switching and Stochastic Volatility Models with Jumps. J. Sci. Comput. 98(2): 47 (2024)

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