Funder
National Natural Science Foundation of China
Excellent Young Scholars Program in University of International Business and Economics
Subject
Economics and Econometrics,Finance
Reference40 articles.
1. A note on pricing Asian derivatives with continuous geometric averaging;Angus;Journal of Futures Markets,1999
2. Counterparty credit risk and the credit default swap market;Arora;Journal of Financial Economics,2012
3. Pricing Asian options for jump diffusion;Bayraktar;Mathematical Finance,2011
4. The valuation of options and corporate liabilities;Black;Journal of Political Economy,1973
5. Generalized autoregressive conditional heteroskedasticity;Bollerslev;Journal of Econometrics,1986
Cited by
10 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