Article: New analytical option pricing models with Weyl-Titchmarsh theory
| Title | New analytical option pricing models with Weyl-Titchmarsh theory | ||||||||
|---|---|---|---|---|---|---|---|---|---|
| Authors | Zhang, JE1 Li, Y2 | ||||||||
| Issue Date | 2012 | ||||||||
| Publisher | Routledge. The Journal's web site is located at http://www.tandf.co.uk/journals/titles/14697688.asp | ||||||||
| Citation | Quantitative Finance, 2012, v. 12 n. 7, p. 1003-1010 [How to Cite?] DOI: http://dx.doi.org/10.1080/14697688.2010.503659 | ||||||||
| ISSN | 1469-7688 2011 Impact Factor: 0.735 2011 SCImago Journal Rankings: 0.042 | ||||||||
| DOI | http://dx.doi.org/10.1080/14697688.2010.503659 | ||||||||
| ISI Accession Number ID | WOS:000306112800002
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. | ||||||||
| References | References in Scopus | ||||||||
| Grants | Diffusion Processes and Option Pricing |
| dc.contributor.author | Zhang, JE | ||||||||
|---|---|---|---|---|---|---|---|---|---|
| dc.contributor.author | Li, Y | ||||||||
| dc.date.accessioned | 2012-07-16T09:51:53Z | ||||||||
| dc.date.available | 2012-07-16T09:51:53Z | ||||||||
| dc.date.issued | 2012 | ||||||||
| dc.description.grant | Diffusion Processes and Option Pricing | ||||||||
| dc.description.grantcode | 59490 | ||||||||
| dc.description.nature | Link_to_subscribed_fulltext | ||||||||
| dc.identifier.citation | Quantitative Finance, 2012, v. 12 n. 7, p. 1003-1010 [How to Cite?] DOI: http://dx.doi.org/10.1080/14697688.2010.503659 | ||||||||
| dc.identifier.doi | http://dx.doi.org/10.1080/14697688.2010.503659 | ||||||||
| dc.identifier.epage | 1010 | ||||||||
| dc.identifier.hkuros | 201363 | ||||||||
| dc.identifier.isi | WOS:000306112800002
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.issn | 1469-7688 2011 Impact Factor: 0.735 2011 SCImago Journal Rankings: 0.042 | ||||||||
| dc.identifier.issue | 7 | ||||||||
| dc.identifier.scopus | eid_2-s2.0-84863588441 | ||||||||
| dc.identifier.spage | 1003 | ||||||||
| dc.identifier.uri | http://hdl.handle.net/10722/152927 | ||||||||
| dc.identifier.volume | 12 | ||||||||
| dc.language | eng | ||||||||
| dc.publisher | Routledge. The Journal's web site is located at http://www.tandf.co.uk/journals/titles/14697688.asp | ||||||||
| dc.publisher.place | United Kingdom | ||||||||
| dc.relation.ispartof | Quantitative Finance | ||||||||
| dc.relation.references | References in Scopus | ||||||||
| dc.title | New analytical option pricing models with Weyl-Titchmarsh theory | ||||||||
| dc.type | Article |
- The University of Hong Kong
- University of Science and Technology of China