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Article: Mathematical Analysis of the Two-Color Partial Rainbow Options
Title | Mathematical Analysis of the Two-Color Partial Rainbow Options |
---|---|
Authors | |
Keywords | Integral representation Options Pricing Two-color rainbow |
Issue Date | 2005 |
Publisher | Taylor & 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 Identifier | http://hdl.handle.net/10722/85978 |
ISSN | 2023 Impact Factor: 1.1 2023 SCImago Journal Rankings: 0.551 |
DC Field | Value | Language |
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dc.contributor.author | Chang, DC | en_HK |
dc.contributor.author | Chang, EC | en_HK |
dc.contributor.author | Fan, H | en_HK |
dc.contributor.author | Nhieu, DM | en_HK |
dc.date.accessioned | 2010-09-06T09:11:25Z | - |
dc.date.available | 2010-09-06T09:11:25Z | - |
dc.date.issued | 2005 | en_HK |
dc.identifier.citation | Applicable Analysis, 2005, v. 84 n. 7, p. 737-757 | en_HK |
dc.identifier.issn | 0003-6811 | en_HK |
dc.identifier.uri | http://hdl.handle.net/10722/85978 | - |
dc.language | eng | en_HK |
dc.publisher | Taylor & Francis Ltd. The Journal's web site is located at http://www.tandf.co.uk/journals/titles/00036811.html | en_HK |
dc.relation.ispartof | Applicable Analysis | en_HK |
dc.subject | Integral representation | - |
dc.subject | Options | - |
dc.subject | Pricing | - |
dc.subject | Two-color rainbow | - |
dc.title | Mathematical Analysis of the Two-Color Partial Rainbow Options | en_HK |
dc.type | Article | en_HK |
dc.identifier.openurl | http://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+Options | en_HK |
dc.identifier.email | Chang, EC: ecchang@business.hku.hk | en_HK |
dc.identifier.authority | Chang, EC=rp01050 | en_HK |
dc.description.nature | link_to_subscribed_fulltext | - |
dc.identifier.doi | 10.1080/00036810500047774 | - |
dc.identifier.scopus | eid_2-s2.0-71649085285 | - |
dc.identifier.hkuros | 115217 | en_HK |
dc.identifier.issnl | 0003-6811 | - |