CHINESE JOURNAL OF APPLIED PROBABILITY AND STATISTICS     2015 31 (4):  357-366    ISSN: 1001-4268:  CN: 31-1256 / O1 Pricing Derivatives under a Markov Skeleton Process Jia Zhaoli, Zhang Fan, Zhang Shuguang School of Mathematics, Hefei University of Technology; Department of Statistics and Finance, University of Science and Technology of China Received null  Revised null  Online 2015-08-31 Reference   Corresponding author: Jia Zhaoli