BibTeX record journals/ior/CaiK12

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@article{DBLP:journals/ior/CaiK12,
  author       = {Ning Cai and
                  Steven S. G. Kou},
  title        = {Pricing Asian Options Under a Hyper-Exponential Jump Diffusion Model},
  journal      = {Oper. Res.},
  volume       = {60},
  number       = {1},
  pages        = {64--77},
  year         = {2012},
  url          = {https://doi.org/10.1287/opre.1110.1006},
  doi          = {10.1287/OPRE.1110.1006},
  timestamp    = {Tue, 31 Mar 2020 18:17:55 +0200},
  biburl       = {https://dblp.org/rec/journals/ior/CaiK12.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}
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