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~person:"Cui, Zhenyu"
~person:"Foley, Vernard"
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Analysis of Markov chain approximation for Asian options and occupation-time derivatives : Greeks and convergence rates
Yang, Wensheng
;
Ma, Jingtang
;
Cui, Zhenyu
- In:
Mathematical methods of operations research : ZOR
93
(
2021
)
2
,
pp. 359-412
Persistent link: https://www.econbiz.de/10012548535
Saved in:
2
An integral representation of elasticity and sensitivity for stochastic volatility models
Cui, Zhenyu
;
Nguyen, Duy
;
Park, Hyungbin
- In:
Mathematics and financial economics
12
(
2018
)
2
,
pp. 249-274
Persistent link: https://www.econbiz.de/10011963852
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Smith and the Greeks: A Reply to Professor McNulty's comments
Foley, Vernard
- In:
History of Political Economy
7
(
1975
)
3
,
pp. 379-389
Persistent link: https://www.econbiz.de/10010591988
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