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Article: New analytical option pricing models with Weyl-Titchmarsh theory

TitleNew analytical option pricing models with Weyl-Titchmarsh theory
Authors
Zhang, JELi, Y
Issue Date2012
PublisherRoutledge. The Journal's web site is located at http://www.tandf.co.uk/journals/titles/14697688.asp
Citation
Quantitative Finance, 2012, v. 12 n. 7, p. 1003-1010 How to Cite?
DOI: http://dx.doi.org/10.1080/14697688.2010.503659
Persistent Identifierhttp://hdl.handle.net/10722/152927
ISSN
1469-7688
2023 Impact Factor: 1.5
2023 SCImago Journal Rankings: 0.705
ISI Accession Number ID
WOS:000306112800002
Funding AgencyGrant Number
University of Hong Kong200507176196
Research Grants Council of the Hong Kong Special Administrative Region, ChinaHKU 7549/09H
NSF of China10971211
Funding Information:

The authors acknowledge two anonymous referees for helpful comments and suggestions. Jin E. Zhang was supported by a grant from the University of Hong Kong under the Small Project Funding Scheme (project No.200507176196) and by a grant from the Research Grants Council of the Hong Kong Special Administrative Region, China (project No. HKU 7549/09H). Yishen Li was supported by the NSF of China under grant No. 10971211.

References
References in Scopus
Grants
Diffusion Processes and Option Pricing

 

DC FieldValueLanguage
dc.contributor.authorZhang, JEen_HK
dc.contributor.authorLi, Yen_HK
dc.date.accessioned2012-07-16T09:51:53Z-
dc.date.available2012-07-16T09:51:53Z-
dc.date.issued2012en_HK
dc.identifier.citationQuantitative Finance, 2012, v. 12 n. 7, p. 1003-1010en_HK
dc.identifier.issn1469-7688en_HK
dc.identifier.urihttp://hdl.handle.net/10722/152927-
dc.languageengen_US
dc.publisherRoutledge. The Journal's web site is located at http://www.tandf.co.uk/journals/titles/14697688.aspen_HK
dc.relation.ispartofQuantitative Financeen_HK
dc.titleNew analytical option pricing models with Weyl-Titchmarsh theoryen_HK
dc.typeArticleen_HK
dc.identifier.emailZhang, JE: jinzhang@hku.hken_HK
dc.identifier.authorityZhang, JE=rp01125en_HK
dc.description.naturelink_to_subscribed_fulltext-
dc.identifier.doi10.1080/14697688.2010.503659en_HK
dc.identifier.scopuseid_2-s2.0-84863588441en_HK
dc.identifier.hkuros201363en_US
dc.relation.referenceshttp://www.scopus.com/mlt/select.url?eid=2-s2.0-84863588441&selection=ref&src=s&origin=recordpageen_HK
dc.identifier.volume12en_HK
dc.identifier.issue7en_HK
dc.identifier.spage1003en_HK
dc.identifier.epage1010en_HK
dc.identifier.isiWOS:000306112800002-
dc.publisher.placeUnited Kingdomen_HK
dc.relation.projectDiffusion Processes and Option Pricing-
dc.identifier.scopusauthoridZhang, JE=7601346659en_HK
dc.identifier.scopusauthoridLi, Y=14826895200en_HK
dc.identifier.issnl1469-7688-

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