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~isPartOf:"Mathematics of operations research"
~person:"Cai, Ning"
~person:"Kyriakou, Ioannis"
~person:"Orosi, Greg"
~subject:"Optionsgeschäft"
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Cai, Ning
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General optimized lower and upper bounds for discrete and continuous arithmetic Asian options
Fusai, Gianluca
;
Kyriakou, Ioannis
- In:
Mathematics of operations research
41
(
2016
)
2
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pp. 531-559
Persistent link: https://www.econbiz.de/10011520483
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Closed-form expansions of discretely monitored Asian options in diffusion models
Cai, Ning
;
Li, Chenxu
;
Shi, Chao
- In:
Mathematics of operations research
39
(
2014
)
3
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pp. 789-822
Persistent link: https://www.econbiz.de/10010402956
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