"Analysis of Markov chain approximation for Asian options and ..."

Wensheng Yang, Jingtang Ma, Zhenyu Cui (2021)

> Home

Details and statistics

DOI: 10.1007/S00186-020-00735-5

access: closed

type: Journal Article

metadata version: 2021-07-29

- view
  - electronic edition via DOI
  - unpaywalled version
  authority control:
- export record
  dblp key:
  - journals/mmor/YangMC21
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/journals/mmor/YangMC21
Wensheng Yang, Jingtang Ma, Zhenyu Cui:
Analysis of Markov chain approximation for Asian options and occupation-time derivatives: Greeks and convergence rates. Math. Methods Oper. Res. 93(2): 359-412 (2021)

manage site settings

To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.