Article

Lo, Chia Chun and Skindilias, Konstantinos (2014) An improved Markov Chain Approximation methodology: Derivatives pricing and model calibration. International Journal of Theoretical and Applied Finance, 17 (07):1450047. pp. 1-22. ISSN 0219-0249 (Print), 1793-6322 (Online) (doi:10.1142/S0219024914500472)