![](https://dblp.uni-trier.de./img/logo.ua.320x120.png)
![](https://dblp.uni-trier.de./img/dropdown.dark.16x16.png)
![](https://dblp.uni-trier.de./img/peace.dark.16x16.png)
Остановите войну!
for scientists:
![search dblp search dblp](https://dblp.uni-trier.de./img/search.dark.16x16.png)
![search dblp](https://dblp.uni-trier.de./img/search.dark.16x16.png)
default search action
"Efficient recursion-quadrature algorithms for pricing Asian options and ..."
Weinan Zhang, Pingping Zeng, Yue Kuen Kwok (2023)
- Weinan Zhang
, Pingping Zeng
, Yue Kuen Kwok:
Efficient recursion-quadrature algorithms for pricing Asian options and variance derivatives under stochastic volatility and Lévy jumps. Oper. Res. Lett. 51(6): 687-694 (2023)
![](https://dblp.uni-trier.de./img/cog.dark.24x24.png)
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.