All Stories

  1. Pricing arithmetic Asian and Amerasian options: A diffusion operator integral expansion approach

    Article • Journal of Futures Markets, November 2022, Wiley

    Kailin Ding

  2. An efficient general simulation method for diffusions

    Article • ACM Transactions on Modeling and Computer Simulation, August 2022, ACM (Association for Computing Machinery)

    Kailin Ding