Author:
Kwok Yue Kuen,Wong Hoi Ying,Lau Ka Wo
Subject
Applied Mathematics,Control and Optimization,Numerical Analysis,Statistics and Probability,Algebra and Number Theory,General Mathematics
Cited by
7 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
1. Analytical valuation of vulnerable chained options;The North American Journal of Economics and Finance;2024-01
2. Pricing external barrier options under a stochastic volatility model;Journal of Computational and Applied Mathematics;2021-10
3. Bibliography;Manufacturing and Managing Customer-Driven Derivatives;2016-02-02
4. American continuous-installment options of barrier type;Journal of Systems Science and Complexity;2013-03-01
5. PRICING CHAINED OPTIONS WITH CURVED BARRIERS;Mathematical Finance;2012-02-13