Part of the Physical Sciences and Mathematics Commons

Works by J. Y. Sun in Physical Sciences and Mathematics

2021

Double barrier option under regime-switching exponential mean-reverting process, Paul W. Eloe, R. H. Liu, J. Y. Sun
Paul W. Eloe

2009

Double barrier option under regime-switching exponential mean-reverting process, Paul W. Eloe, R. H. Liu, J. Y. Sun
Mathematics Faculty Publications