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European journal of operational research : EJOR
Mathematical finance : an international journal of mathematics, statistics and financial theory
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Pricing American drawdown options under Markov models
Zhang, Xiang
;
Li, Lingfei
;
Zhang, Gongqiu
- In:
European journal of operational research : EJOR
293
(
2021
)
3
,
pp. 1188-1205
Persistent link: https://www.econbiz.de/10012533822
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Simulation of multidimensional diffusions with sticky boundaries via Markov chain approximation
Meier, Christian
;
Li, Lingfei
;
Zhang, Gongqiu
- In:
European journal of operational research : EJOR
305
(
2023
)
3
,
pp. 1292-1308
Persistent link: https://www.econbiz.de/10013498792
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