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Article: Option Pricing Under Threshold Autoregressive Models by Threshold Esscher Transform

TitleOption Pricing Under Threshold Autoregressive Models by Threshold Esscher Transform
Authors
Issue Date2006
PublisherAmerican Institute of Mathematical Sciences. The Journal's web site is located at http://aimsciences.org/journals/jimo/description.htm
Citation
Journal of Industrial and Management Optimization, 2006, v. 2, p. 177-197 How to Cite?
Persistent Identifierhttp://hdl.handle.net/10722/82803
ISSN
2015 Impact Factor: 0.776
2015 SCImago Journal Rankings: 0.639

 

DC FieldValueLanguage
dc.contributor.authorSiu, T.K.en_HK
dc.contributor.authorTong, H.en_HK
dc.contributor.authorYang, Hen_HK
dc.date.accessioned2010-09-06T08:33:36Z-
dc.date.available2010-09-06T08:33:36Z-
dc.date.issued2006en_HK
dc.identifier.citationJournal of Industrial and Management Optimization, 2006, v. 2, p. 177-197en_HK
dc.identifier.issn1547-5816en_HK
dc.identifier.urihttp://hdl.handle.net/10722/82803-
dc.languageengen_HK
dc.publisherAmerican Institute of Mathematical Sciences. The Journal's web site is located at http://aimsciences.org/journals/jimo/description.htmen_HK
dc.relation.ispartofJournal of Industrial and Management Optimizationen_HK
dc.titleOption Pricing Under Threshold Autoregressive Models by Threshold Esscher Transformen_HK
dc.typeArticleen_HK
dc.identifier.openurlhttp://library.hku.hk:4550/resserv?sid=HKU:IR&issn=1547-5816&volume=2&spage=177&epage=197&date=2006&atitle=Option+Pricing+Under+Threshold+Autoregressive+Models+by+Threshold Esscher+Transformen_HK
dc.identifier.emailYang, H: hlyang@hkusua.hku.hken_HK
dc.identifier.hkuros118244en_HK

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