The valuation of American and barrier options under continuous time Markov chains and application

  • Xie, Xinheng (Principal Investigator)
  • Wu, Yue (Principal Investigator)
  • Hong, Yi (Co-investigator)
  • Yang, Chen (Co-investigator)

Project: Internally funded project

Project Details

StatusActive
Effective start/end date1/10/22 → …