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"Pricing Asian Options Under a Hyper-Exponential Jump Diffusion Model."

Ning Cai, Steven S. G. Kou (2012)

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DOI: 10.1287/OPRE.1110.1006

access: closed

type: Journal Article

metadata version: 2024-08-04

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Ning Cai, Steven S. G. Kou:
Pricing Asian Options Under a Hyper-Exponential Jump Diffusion Model. Oper. Res. 60(1): 64-77 (2012)

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