Affiliation:
1. Zeyu Chi, Fangyuan Dong, and Hoi Ying Wong are at the Department of Statistics; The Chinese University of Hong Kong; Shatin, N.T. Hong Kong
Subject
Economics and Econometrics,Finance,General Business, Management and Accounting,Accounting
Reference35 articles.
1. Numerical inversion of probability generating functions;Abate;Operations Research Letters,1992
2. On parameter estimation of threshold autoregressive models;Chan;Statistical Inference for Stochastic Processes,2012
3. Christofordiou , A. Ewald , C. O. 2015a http://ssrn.com/abstract=2606168
4. Christoforidou , A. Ewald , C. O. 2015b http://ssrn.com/abstract=2608530
5. Analytical pricing of discrete arithmetic Asian options with mean reversion and jumps;Chung;Journal of Banking and Finance,2014
Cited by
12 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