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Group by: Official Date | Item Type | Funder | No Grouping
Jump to: Journal Article | Thesis
Number of items: 2.

Journal Article

Jin, Xing and Yang, Cheng-Yu (2016) Efficient estimation of lower and upper bounds for pricing higher-dimensional American arithmetic average options by approximating their payoff functions. International Review of Financial Analysis, 44 . pp. 65-77. doi:10.1016/j.irfa.2016.01.009 ISSN 1057-5219.

Thesis

Yang, Cheng-Yu (2016) Essays on multi-asset jump diffusion models : estimation, asset allocation and American option pricing. PhD thesis, University of Warwick.

This list was generated on Sat Mar 25 23:25:37 2023 GMT.
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