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person:"Kim, Jerim"
~person:"Liu, Allen"
~person:"Sentana, Enrique"
~subject:"Stochastic process"
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Kim, Jerim
Liu, Allen
Sentana, Enrique
Beaudry, Paul
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International journal of financial engineering
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Analytical pricing of discrete arithmetic Asian options under generalized CIR process with time change
Tong, Zhigang
;
Liu, Allen
- In:
International journal of financial engineering
5
(
2018
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10011922948
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Valuation of power options under Heston’s stochastic volatility model
Kim, Jerim
;
Kim, Bara
;
Moon, Kyoung-sook
;
Wee, In-suk
- In:
Journal of economic dynamics & control
36
(
2012
)
11
,
pp. 1796-1813
Persistent link: https://www.econbiz.de/10009701929
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