Author: Guo Peidong Chen Qihong Guo Xicai Fang Yue
Publisher: Springer Publishing Company
ISSN: 1380-6645
Source: Review of Derivatives Research, Vol.17, Iss.1, 2014-04, pp. : 113-124
Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.
Related content
Optimal Bonus Scales Under Path-Dependent Bonus Rules
By Centeno M.d.L. Silva J.M.A. E
Scandinavian Actuarial Journal, Vol. 2002, Iss. 2, 2002-04 ,pp. :
A new sampling strategy willow tree method with application to path-dependent option pricing
By Xu Wei
Quantitative Finance, Vol. 13, Iss. 6, 2013-06 ,pp. :