Reference7 articles.
1. Fouque, J.-P., Papanicolaou, G., and Sircar, R. (2000). Derivatives in Financial Markets with Stochastic Volatility. Cambridge University Press.
2. Leung, T. and Liu, P. (2012). Risk premia and optimal liquidation of credit derivatives. International Journal of Theoretical and Applied Finance. 15(8): 1–34.
3. Leung, T. and Ludkovski, M. (2011). Optimal timing to purchase options. SIAM Journal on Financial Mathematics, 2(1): 768–793.
4. Leung, T. and Ludkovski, M. (2012). Accounting for risk aversion in derivatives purchase timing. Mathematics & Financial Economics, 6(4): 363–386.
5. Peskir, G., Glover, K., and Samee, F. (2010). The British Asian option. Sequential Analysis, 29(3): 311–327.
Cited by
1 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