Fingerprint
Dive into the research topics of 'Pricing discretely monitored barrier options under markov processes through markov chain approximation'. Together they form a unique fingerprint.- Sort by
- Weight
- Alphabetically
Pricing discretely monitored barrier options under markov processes through markov chain approximation
Zhenyu Cui, Stephen Taylor
Research output: Contribution to journal › Article › peer-review
5
Scopus
citations