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Article: Martingale Representation and Hedging Contingent Claims With Regime Switching

TitleMartingale Representation and Hedging Contingent Claims With Regime Switching
Authors
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

 

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

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