Ming-Yao Tsai
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Person:2897160
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 Applied Mathematical Finance | 2018-09-18 | Paper |
| On optimal stopping problems for matrix-exponential jump-diffusion processes Journal of Applied Probability | 2012-07-08 | Paper |
Research outcomes over time
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