Option pricing under threshold autoregressive models by threshold Esscher transform (Q2494607)

From MaRDI portal
Revision as of 23:52, 19 March 2024 by Openalex240319060354 (talk | contribs) (Set OpenAlex properties.)
scientific article
Language Label Description Also known as
English
Option pricing under threshold autoregressive models by threshold Esscher transform
scientific article

    Statements

    title
    Option pricing under threshold autoregressive models by threshold Esscher transform (English)
    0 references
    author
    Tak Kuen Siu
    0 references
    Howell Tong
    0 references
    Hailiang Yang
    0 references
    publication date
    14 July 2006
    0 references

    Identifiers

    zbMATH DE Number
    5041258
    0 references
    OpenAlex ID
    W2041981444
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q2494607&oldid=32474328"
    Powered by MediaWiki