Yuhong Sheng, Gang Shi. Mean-reverting stock model and pricing rules for Asian currency option. Journal of Intelligent and Fuzzy Systems, 34(6):4261-4268, 2018. [doi]
@article{ShengS18, title = {Mean-reverting stock model and pricing rules for Asian currency option}, author = {Yuhong Sheng and Gang Shi}, year = {2018}, doi = {10.3233/JIFS-17536}, url = {https://doi.org/10.3233/JIFS-17536}, researchr = {https://researchr.org/publication/ShengS18}, cites = {0}, citedby = {0}, journal = {Journal of Intelligent and Fuzzy Systems}, volume = {34}, number = {6}, pages = {4261-4268}, }