School of Science, Donghua University, Shanghai, China
School of Science, Donghua University, Shanghai, China
School of Electronic and Electrical Engineering, Shanghai University of Engineering Science, Shanghai, China
School of Science, Donghua University, Shanghai, China
School of Science, Donghua University, Shanghai, China
Copyright © 2017 Yingyi Fang, Huisheng Shu, Xiu Kan, Xin Zhang, Zhiwei Zheng et al. This is
an open access article distributed under the Creative Commons Attribution
License, which permits unrestricted use, distribution, and reproduction in any
medium, provided the original work is properly cited.
How to Cite this Article
Fang, Y. , Shu, H. , Kan, X. , Zhang, X. and Zheng, Z. (2017) The Asian Option Pricing when Discrete Dividends Follow a Markov-Modulated Model.
Open Journal of Statistics,
7, 1067-1080. doi:
10.4236/ojs.2017.76074.