Analysis of Markov chain approximation for Asian options and occupation-time derivatives: Greeks and convergence rates.
Resource URI: https://dblp.l3s.de/d2r/resource/publications/journals/mmor/YangMC21
Home
|
Example Publications
Property
Value
dcterms:
bibliographicCitation
<
http://dblp.uni-trier.de/rec/bibtex/journals/mmor/YangMC21
>
dc:
creator
<
https://dblp.l3s.de/d2r/resource/authors/Jingtang_Ma
>
dc:
creator
<
https://dblp.l3s.de/d2r/resource/authors/Wensheng_Yang
>
dc:
creator
<
https://dblp.l3s.de/d2r/resource/authors/Zhenyu_Cui
>
foaf:
homepage
<
http://dx.doi.org/doi.org%2F10.1007%2Fs00186-020-00735-5
>
foaf:
homepage
<
https://doi.org/10.1007/s00186-020-00735-5
>
dc:
identifier
DBLP journals/mmor/YangMC21
(xsd:string)
dc:
identifier
DOI doi.org%2F10.1007%2Fs00186-020-00735-5
(xsd:string)
dcterms:
issued
2021
(xsd:gYear)
swrc:
journal
<
https://dblp.l3s.de/d2r/resource/journals/mmor
>
rdfs:
label
Analysis of Markov chain approximation for Asian options and occupation-time derivatives: Greeks and convergence rates.
(xsd:string)
foaf:
maker
<
https://dblp.l3s.de/d2r/resource/authors/Jingtang_Ma
>
foaf:
maker
<
https://dblp.l3s.de/d2r/resource/authors/Wensheng_Yang
>
foaf:
maker
<
https://dblp.l3s.de/d2r/resource/authors/Zhenyu_Cui
>
swrc:
number
2
(xsd:string)
swrc:
pages
359-412
(xsd:string)
owl:
sameAs
<
http://bibsonomy.org/uri/bibtexkey/journals/mmor/YangMC21/dblp
>
owl:
sameAs
<
http://dblp.rkbexplorer.com/id/journals/mmor/YangMC21
>
rdfs:
seeAlso
<
http://dblp.uni-trier.de/db/journals/mmor/mmor93.html#YangMC21
>
rdfs:
seeAlso
<
https://doi.org/10.1007/s00186-020-00735-5
>
dc:
title
Analysis of Markov chain approximation for Asian options and occupation-time derivatives: Greeks and convergence rates.
(xsd:string)
dc:
type
<
http://purl.org/dc/dcmitype/Text
>
rdf:
type
swrc:Article
rdf:
type
foaf:Document
swrc:
volume
93
(xsd:string)