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Article: On pricing derivatives under GARCH models: a dynamic gerber-shiu approach

TitleOn pricing derivatives under GARCH models: a dynamic gerber-shiu approach
Authors
Siu, TKTong, HYang, H
Issue Date2004
PublisherSociety of Actuaries. The Journal's web site is located at http://www.soa.org/ccm/content/?categoryID=767033
Citation
North American Actuarial Journal, 2004, v. 8 n. 3, p. 17-31 How to Cite?
Persistent Identifierhttp://hdl.handle.net/10722/83051
ISSN
1092-0277
2020 SCImago Journal Rankings: 0.936

 

DC FieldValueLanguage
dc.contributor.authorSiu, TKen_HK
dc.contributor.authorTong, Hen_HK
dc.contributor.authorYang, Hen_HK
dc.date.accessioned2010-09-06T08:36:22Z-
dc.date.available2010-09-06T08:36:22Z-
dc.date.issued2004en_HK
dc.identifier.citationNorth American Actuarial Journal, 2004, v. 8 n. 3, p. 17-31en_HK
dc.identifier.issn1092-0277en_HK
dc.identifier.urihttp://hdl.handle.net/10722/83051-
dc.languageengen_HK
dc.publisherSociety of Actuaries. The Journal's web site is located at http://www.soa.org/ccm/content/?categoryID=767033en_HK
dc.relation.ispartofNorth American Actuarial Journalen_HK
dc.titleOn pricing derivatives under GARCH models: a dynamic gerber-shiu approachen_HK
dc.typeArticleen_HK
dc.identifier.openurlhttp://library.hku.hk:4550/resserv?sid=HKU:IR&issn=1092-0277&volume=8&issue=3&spage=17&epage=31&date=2004&atitle=On+pricing+derivatives+under+GARCH+models:+a+dynamic+gerber-shiu+approachen_HK
dc.identifier.emailTong, H: howell.tong@gmail.comen_HK
dc.identifier.emailYang, H: hlyang@hkusua.hku.hken_HK
dc.identifier.hkuros101336en_HK
dc.identifier.issnl1092-0277-

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