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Article: Martingale Representation and Hedging Contingent Claims With Regime Switching

TitleMartingale Representation and Hedging Contingent Claims With Regime Switching
Authors
Elliott, RJSiu, TKYang, H
Issue Date2007
PublisherSerials Publications. The Journal's web site is located at http://www.math.lsu.edu/cosa/
Citation
Communications on Stochastic Analysis, 2007, v. 1, p. 279-292 How to Cite?
Persistent Identifierhttp://hdl.handle.net/10722/82892
ISSN
0973-9599
2020 SCImago Journal Rankings: 0.224

 

DC FieldValueLanguage
dc.contributor.authorElliott, RJen_HK
dc.contributor.authorSiu, TKen_HK
dc.contributor.authorYang, Hen_HK
dc.date.accessioned2010-09-06T08:34:35Z-
dc.date.available2010-09-06T08:34:35Z-
dc.date.issued2007en_HK
dc.identifier.citationCommunications on Stochastic Analysis, 2007, v. 1, p. 279-292en_HK
dc.identifier.issn0973-9599en_HK
dc.identifier.urihttp://hdl.handle.net/10722/82892-
dc.languageengen_HK
dc.publisherSerials Publications. The Journal's web site is located at http://www.math.lsu.edu/cosa/en_HK
dc.relation.ispartofCommunications on Stochastic Analysisen_HK
dc.titleMartingale Representation and Hedging Contingent Claims With Regime Switchingen_HK
dc.typeArticleen_HK
dc.identifier.openurlhttp://library.hku.hk:4550/resserv?sid=HKU:IR&issn=0973-9599&volume=1&spage=279&epage=292&date=2007&atitle=Martingale+Representation+and+Hedging+Contingent+Claims+With Regime+Switchingen_HK
dc.identifier.emailYang, H: hlyang@hkusua.hku.hken_HK
dc.identifier.hkuros142925en_HK
dc.identifier.issnl0973-9599-

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