Efficient recursion-quadrature algorithms for pricing Asian options and variance derivatives under stochastic volatility and Lévy jumps. - Weinan Zhang 004; Pingping Zeng; Yue Kuen Kwok (Oper. Res. Lett., 2023)

Pricing Discretely Monitored Asian Options Under Regime-Switching and Stochastic Volatility Models with Jumps. - Weinan Zhang 004; Pingping Zeng; Gongqiu Zhang; Yue Kuen Kwok (J. Sci. Comput., 2024)