%0 Journal Article %1 journals/cma/DangNS16 %A Dang, Duy-Minh %A Nguyen, Duy %A Sewell, Granville %D 2016 %J Comput. Math. Appl. %K dblp %N 1 %P 443-458 %T Numerical schemes for pricing Asian options under state-dependent regime-switching jump-diffusion models. %U http://dblp.uni-trier.de/db/journals/cma/cma71.html#DangNS16 %V 71

@article{journals/cma/DangNS16, added-at = {2021-02-11T00:00:00.000+0100}, author = {Dang, Duy-Minh and Nguyen, Duy and Sewell, Granville}, biburl = {https://www.bibsonomy.org/bibtex/243b4ab8ccb917a53648d4b672080a721/dblp}, ee = {https://doi.org/10.1016/j.camwa.2015.12.017}, interhash = {b02088746df1ac84a15cce3a6395978f}, intrahash = {43b4ab8ccb917a53648d4b672080a721}, journal = {Comput. Math. Appl.}, keywords = {dblp}, number = 1, pages = {443-458}, timestamp = {2024-04-08T18:14:41.000+0200}, title = {Numerical schemes for pricing Asian options under state-dependent regime-switching jump-diffusion models.}, url = {http://dblp.uni-trier.de/db/journals/cma/cma71.html#DangNS16}, volume = 71, year = 2016 }