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Pricing Asian options under a hyper-exponential jump diffusion model
Cai, Ning; Kou, Steven - In: Operations research 60 (2012) 1, pp. 64-77
Persistent link: https://www.econbiz.de/10009532669
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A general framework for pricing Asian options under Markov processes
Cai, Ning; Song, Yingda; Kou, Steven - In: Operations research 63 (2015) 3, pp. 540-554
Persistent link: https://www.econbiz.de/10011292278
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Regime classification and stock loan valuation
Cai, Ning; Zhang, Wei - In: Operations research 68 (2020) 4, pp. 965-983
Persistent link: https://www.econbiz.de/10012288340
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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