Funder
Technology and Venture Finance Research Center of Sichuan Key Research Base for Social Sciences
Publisher
Springer Science and Business Media LLC
Reference20 articles.
1. Boyle, P., Draviam, T.: Pricing exotic options under regime switching. Insurance: Mathematics and Economics 40, 267–282 (2007)
2. Roul, P.: A fourth order numerical method based on B-spline functions for pricing Asian options. Comput. Math. Appl. 80, 504–521 (2020)
3. Chen, Y. Z., Xiao, A. G., Wang, W. S.: An IMEX-BDF2 compact scheme for pricing options under regime-switching jump-diffusion models. Math. Methods Appl. Sci. 42, 2646–2663 (2019)
4. Dubois, F., Lelièvre, T.: Efficient pricing of Asian options by the PDE approach. J. Comput. Finance 8, 55–64 (2005)
5. Dang, D. M., Nguyen, D., Sewell, G.: Numerical schemes for pricing Asian options under state-dependent regime-switching jump-diffusion models. Comput. Math. Appl. 71, 443–458 (2016)
Cited by
8 articles.
订阅此论文施引文献
订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献