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~person:"Song, Yingda"
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Option pricing theory
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Song, Yingda
Ewald, Christian-Oliver
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Menkens, Olaf
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Pirjol, Dan
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Yang, Zhaojun
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Cai, Ning
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Jørgensen, Peter Løchte
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Kyriakou, Ioannis
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Zhu, Lingjiong
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INFORMS journal on computing : JOC
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Operations research
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ECONIS (ZBW)
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Computable error bounds of Laplace inversion for pricing
asian
options
Song, Yingda
;
Cai, Ning
;
Kou, Steven
- In:
INFORMS journal on computing : JOC
30
(
2018
)
4
,
pp. 634-645
Persistent link: https://www.econbiz.de/10011966537
Saved in:
2
Exact simulation of the SABR model
Cai, Ning
;
Song, Yingda
;
Chen, Nan
- In:
Operations research
65
(
2017
)
4
,
pp. 931-951
Persistent link: https://www.econbiz.de/10011739058
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