Pricing Asian Options under a Hyper-Exponential Jump Diffusion Model Ning Cai1 and S. G. Kou2 Room 5521, Department of IELM, HKUSTMudd Building, Department of IEOR, Columbia University

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Date: 2011-06-08 15:04:44		Pricing Asian Options under a Hyper-Exponential Jump Diffusion Model Ning Cai1 and S. G. Kou2 Room 5521, Department of IELM, HKUSTMudd Building, Department of IEOR, Columbia University Add to Reading List Source URL: www.rmi.nus.edu.sg Download Document from Source Website File Size: 367,35 KB Share Document on Facebook