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accessRights:"restricted"
~person:"Cui, Zhenyu"
~person:"Feinberg, Eugene A."
~subject:"Markov process"
~type_genre:"Article in journal"
~type_genre:"Government document"
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Cui, Zhenyu
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European journal of operational research : EJOR
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ECONIS (ZBW)
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A general framework for time-changed Markov processes and applications
Cui, Zhenyu
;
Kirkby, J. Lars
;
Nguyen, Duy
- In:
European journal of operational research : EJOR
273
(
2019
)
2
,
pp. 785-800
Persistent link: https://www.econbiz.de/10011987591
Saved in:
2
Single-transform formulas for pricing Asian options in a general approximation framework under Markov processes
Cui, Zhenyu
;
Lee, Chihoon
;
Liu, Yanchu
- In:
European journal of operational research : EJOR
266
(
2018
)
3
,
pp. 1134-1139
Persistent link: https://www.econbiz.de/10011812242
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