Ming-Yao Tsai
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Person:2897160
Available identifiers
zbMath Open tsai.ming-yaoMaRDI QIDQ2897160
List of research outcomes
| This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon! |
| Publication | Date of Publication | Type |
|---|---|---|
| Pricing Perpetual American Compound Options under a Matrix-Exponential Jump-Diffusion Model | 2018-09-18 | Paper |
| On optimal stopping problems for matrix-exponential jump-diffusion processes | 2012-07-08 | Paper |
Research outcomes over time
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