Y. Song, N. Cai, and S. G. Kou. (2018) Computable Error Bounds of Laplace Inversion for Pricing Asian Options. INFORMS Journal on Computing. 30(4): 634-645.
N. Cai, Y. Song, and N. Chen. (2017) Exact Simulation of the SABR Model. Operations Research. 65(4): 931–951.
N. Cai, Y. Song, and S. G. Kou. (2015) A General Framework for Pricing Asian Options under Markov Processes. Operations Research 63(3): 540–554.