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Article: New analytical option pricing models with Weyl-Titchmarsh theory
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TitleNew analytical option pricing models with Weyl-Titchmarsh theory
 
AuthorsZhang, JE1
Li, Y2
 
Issue Date2012
 
PublisherRoutledge. The Journal's web site is located at http://www.tandf.co.uk/journals/titles/14697688.asp
 
CitationQuantitative Finance, 2012, v. 12 n. 7, p. 1003-1010 [How to Cite?]
DOI: http://dx.doi.org/10.1080/14697688.2010.503659
 
ISSN1469-7688
2013 Impact Factor: 0.754
 
DOIhttp://dx.doi.org/10.1080/14697688.2010.503659
 
ISI Accession Number IDWOS:000306112800002
Funding AgencyGrant Number
University of Hong Kong200507176196
Research Grants Council of the Hong Kong Special Administrative Region, ChinaHKU 7549/09H
NSF of China10971211
Funding Information:

The authors acknowledge two anonymous referees for helpful comments and suggestions. Jin E. Zhang was supported by a grant from the University of Hong Kong under the Small Project Funding Scheme (project No.200507176196) and by a grant from the Research Grants Council of the Hong Kong Special Administrative Region, China (project No. HKU 7549/09H). Yishen Li was supported by the NSF of China under grant No. 10971211.

 
ReferencesReferences in Scopus
 
DC FieldValue
dc.contributor.authorZhang, JE
 
dc.contributor.authorLi, Y
 
dc.date.accessioned2012-07-16T09:51:53Z
 
dc.date.available2012-07-16T09:51:53Z
 
dc.date.issued2012
 
dc.description.natureLink_to_subscribed_fulltext
 
dc.identifier.citationQuantitative Finance, 2012, v. 12 n. 7, p. 1003-1010 [How to Cite?]
DOI: http://dx.doi.org/10.1080/14697688.2010.503659
 
dc.identifier.doihttp://dx.doi.org/10.1080/14697688.2010.503659
 
dc.identifier.epage1010
 
dc.identifier.hkuros201363
 
dc.identifier.isiWOS:000306112800002
Funding AgencyGrant Number
University of Hong Kong200507176196
Research Grants Council of the Hong Kong Special Administrative Region, ChinaHKU 7549/09H
NSF of China10971211
Funding Information:

The authors acknowledge two anonymous referees for helpful comments and suggestions. Jin E. Zhang was supported by a grant from the University of Hong Kong under the Small Project Funding Scheme (project No.200507176196) and by a grant from the Research Grants Council of the Hong Kong Special Administrative Region, China (project No. HKU 7549/09H). Yishen Li was supported by the NSF of China under grant No. 10971211.

 
dc.identifier.issn1469-7688
2013 Impact Factor: 0.754
 
dc.identifier.issue7
 
dc.identifier.scopuseid_2-s2.0-84863588441
 
dc.identifier.spage1003
 
dc.identifier.urihttp://hdl.handle.net/10722/152927
 
dc.identifier.volume12
 
dc.languageeng
 
dc.publisherRoutledge. The Journal's web site is located at http://www.tandf.co.uk/journals/titles/14697688.asp
 
dc.publisher.placeUnited Kingdom
 
dc.relation.ispartofQuantitative Finance
 
dc.relation.referencesReferences in Scopus
 
dc.titleNew analytical option pricing models with Weyl-Titchmarsh theory
 
dc.typeArticle
 
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Author Affiliations
  1. The University of Hong Kong
  2. University of Science and Technology of China