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Conference Paper: Erlang stopping of Brownian motion and valuation of contingent options
Title | Erlang stopping of Brownian motion and valuation of contingent options |
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Authors | |
Issue Date | 2012 |
Citation | The 2012 International Conference on Actuarial and Financial Mathematics, Chongqing, China, 16-17 March 2012. How to Cite? |
Description | Oral presentation Organizer: Chongqing University |
Persistent Identifier | http://hdl.handle.net/10722/165739 |
DC Field | Value | Language |
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dc.contributor.author | Yang, H | en_US |
dc.contributor.author | Gerber, HU | en_US |
dc.contributor.author | Shiu, ESW | en_US |
dc.date.accessioned | 2012-09-20T08:22:48Z | - |
dc.date.available | 2012-09-20T08:22:48Z | - |
dc.date.issued | 2012 | en_US |
dc.identifier.citation | The 2012 International Conference on Actuarial and Financial Mathematics, Chongqing, China, 16-17 March 2012. | en_US |
dc.identifier.uri | http://hdl.handle.net/10722/165739 | - |
dc.description | Oral presentation | - |
dc.description | Organizer: Chongqing University | - |
dc.language | eng | en_US |
dc.relation.ispartof | 2012 International Conference on Actuarial and Financial Mathematics | en_US |
dc.title | Erlang stopping of Brownian motion and valuation of contingent options | en_US |
dc.type | Conference_Paper | en_US |
dc.identifier.email | Yang, H: hlyang@hku.hk | en_US |
dc.identifier.email | Gerber, HU: hans1196@hku.hk | en_US |
dc.identifier.email | Shiu, ESW: eshiu@stat.uiowa.edu | - |
dc.identifier.authority | Yang, H=rp00826 | en_US |
dc.identifier.hkuros | 210955 | en_US |