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~person:"Ma, Jingtang"
~subject:"Optionspreistheorie"
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Optionspreistheorie
Continuous-time Markov chains
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Ma, Jingtang
Cui, Zhenyu
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Journal of economic dynamics & control
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Mathematical methods of operations research : ZOR
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ECONIS (ZBW)
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CTMC integral equation method for American options under stochastic local volatility models
Ma, Jingtang
;
Yang, Wensheng
;
Cui, Zhenyu
- In:
Journal of economic dynamics & control
128
(
2021
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012628259
Saved in:
2
Analysis of Markov chain approximation for Asian options and occupation-time derivatives : Greeks and convergence rates
Yang, Wensheng
;
Ma, Jingtang
;
Cui, Zhenyu
- In:
Mathematical methods of operations research : ZOR
93
(
2021
)
2
,
pp. 359-412
Persistent link: https://www.econbiz.de/10012548535
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