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Search completed: MAPA20080650162
A Hidden Markov regime-switching model for option valuation
- Liew, Chuin Ching
- En: Insurance : mathematics and economics. - Oxford : Elsevier, 1990- = ISSN 0167-6687. - 01/12/2010 Tomo 47 Número 3 - 2010
- Articles and Chapters
On option pricing under a completely random measure via a generalized Esscher transform
- Lau, John W.
- En: Insurance : mathematics and economics. - Oxford : Elsevier, 1990- = ISSN 0167-6687. - 27/08/2008 Tomo 43 Número 1 - 2008
- Articles and Chapters
A Game theoretic approach to option valuation under Markovian regime-switching models
- Siu, Tak Kuen
- En: Insurance : mathematics and economics. - Oxford : Elsevier, 1990- = ISSN 0167-6687. - 27/06/2008 Tomo 42 Número 3 - 2008
- Articles and Chapters