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 - Model building - Document - PDFSEARCH.IO

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	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 Document Date: 2011-06-08 15:04:44 Open Document File Size: 367,35 KB Share Result on Facebook

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 UniversityAdd to Reading List