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Article: Option Pricing Under Threshold Autoregressive Models by Threshold Esscher Transform

TitleOption Pricing Under Threshold Autoregressive Models by Threshold Esscher Transform
Authors
Siu, T.K.Tong, H.Yang, H
Issue Date2006
PublisherAmerican Institute of Mathematical Sciences. The Journal's web site is located at http://aimsciences.org/journals/jimo/description.htm
Citation
Journal of Industrial and Management Optimization, 2006, v. 2, p. 177-197 How to Cite?
Persistent Identifierhttp://hdl.handle.net/10722/82803
ISSN
1547-5816
2023 Impact Factor: 1.2
2023 SCImago Journal Rankings: 0.364

 

DC FieldValueLanguage
dc.contributor.authorSiu, T.K.en_HK
dc.contributor.authorTong, H.en_HK
dc.contributor.authorYang, Hen_HK
dc.date.accessioned2010-09-06T08:33:36Z-
dc.date.available2010-09-06T08:33:36Z-
dc.date.issued2006en_HK
dc.identifier.citationJournal of Industrial and Management Optimization, 2006, v. 2, p. 177-197en_HK
dc.identifier.issn1547-5816en_HK
dc.identifier.urihttp://hdl.handle.net/10722/82803-
dc.languageengen_HK
dc.publisherAmerican Institute of Mathematical Sciences. The Journal's web site is located at http://aimsciences.org/journals/jimo/description.htmen_HK
dc.relation.ispartofJournal of Industrial and Management Optimizationen_HK
dc.titleOption Pricing Under Threshold Autoregressive Models by Threshold Esscher Transformen_HK
dc.typeArticleen_HK
dc.identifier.openurlhttp://library.hku.hk:4550/resserv?sid=HKU:IR&issn=1547-5816&volume=2&spage=177&epage=197&date=2006&atitle=Option+Pricing+Under+Threshold+Autoregressive+Models+by+Threshold Esscher+Transformen_HK
dc.identifier.emailYang, H: hlyang@hkusua.hku.hken_HK
dc.identifier.hkuros118244en_HK
dc.identifier.issnl1547-5816-

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