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Article: Mathematical Analysis of the Two-Color Partial Rainbow Options

TitleMathematical Analysis of the Two-Color Partial Rainbow Options
Authors
KeywordsIntegral representation
Options
Pricing
Two-color rainbow
Issue Date2005
PublisherTaylor & Francis Ltd. The Journal's web site is located at http://www.tandf.co.uk/journals/titles/00036811.html
Citation
Applicable Analysis, 2005, v. 84 n. 7, p. 737-757 How to Cite?
Persistent Identifierhttp://hdl.handle.net/10722/85978
ISSN
2023 Impact Factor: 1.1
2023 SCImago Journal Rankings: 0.551

 

DC FieldValueLanguage
dc.contributor.authorChang, DCen_HK
dc.contributor.authorChang, ECen_HK
dc.contributor.authorFan, Hen_HK
dc.contributor.authorNhieu, DMen_HK
dc.date.accessioned2010-09-06T09:11:25Z-
dc.date.available2010-09-06T09:11:25Z-
dc.date.issued2005en_HK
dc.identifier.citationApplicable Analysis, 2005, v. 84 n. 7, p. 737-757en_HK
dc.identifier.issn0003-6811en_HK
dc.identifier.urihttp://hdl.handle.net/10722/85978-
dc.languageengen_HK
dc.publisherTaylor & Francis Ltd. The Journal's web site is located at http://www.tandf.co.uk/journals/titles/00036811.htmlen_HK
dc.relation.ispartofApplicable Analysisen_HK
dc.subjectIntegral representation-
dc.subjectOptions-
dc.subjectPricing-
dc.subjectTwo-color rainbow-
dc.titleMathematical Analysis of the Two-Color Partial Rainbow Optionsen_HK
dc.typeArticleen_HK
dc.identifier.openurlhttp://library.hku.hk:4550/resserv?sid=HKU:IR&issn=0003-6811&volume=84 Number 7&spage=737&epage=757&date=2005&atitle=Mathematical+Analysis+of+the+Two-Color+Partial+Rainbow+Optionsen_HK
dc.identifier.emailChang, EC: ecchang@business.hku.hken_HK
dc.identifier.authorityChang, EC=rp01050en_HK
dc.description.naturelink_to_subscribed_fulltext-
dc.identifier.doi10.1080/00036810500047774-
dc.identifier.scopuseid_2-s2.0-71649085285-
dc.identifier.hkuros115217en_HK
dc.identifier.issnl0003-6811-

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