Valuation of American and Barrier Options under Continuous-Time Markov Chains and Applications

Hong, Yi (PI)
Zhou, Youzhou (Team member)
Yang, Chen (Team member)
Wu, Yue (Team member)
Xu, Maochun (Team member)

Department of Financial and Actuarial Mathematics

Project: Internal Research Project

Project Title (In Chinese)

基于连续马科夫链方法的美式期权和障碍期权定价及其应用

Fund Amount (RMB)

50000.00

Project Category	REF
Status	Active
Effective start/end date	1/01/23 → 31/12/25