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Article: On pricing derivatives under GARCH models: a dynamic gerber-shiu approach
Title | On pricing derivatives under GARCH models: a dynamic gerber-shiu approach |
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Authors | |
Issue Date | 2004 |
Publisher | Society 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 Identifier | http://hdl.handle.net/10722/83051 |
ISSN | 2020 SCImago Journal Rankings: 0.936 |
DC Field | Value | Language |
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dc.contributor.author | Siu, TK | en_HK |
dc.contributor.author | Tong, H | en_HK |
dc.contributor.author | Yang, H | en_HK |
dc.date.accessioned | 2010-09-06T08:36:22Z | - |
dc.date.available | 2010-09-06T08:36:22Z | - |
dc.date.issued | 2004 | en_HK |
dc.identifier.citation | North American Actuarial Journal, 2004, v. 8 n. 3, p. 17-31 | en_HK |
dc.identifier.issn | 1092-0277 | en_HK |
dc.identifier.uri | http://hdl.handle.net/10722/83051 | - |
dc.language | eng | en_HK |
dc.publisher | Society of Actuaries. The Journal's web site is located at http://www.soa.org/ccm/content/?categoryID=767033 | en_HK |
dc.relation.ispartof | North American Actuarial Journal | en_HK |
dc.title | On pricing derivatives under GARCH models: a dynamic gerber-shiu approach | en_HK |
dc.type | Article | en_HK |
dc.identifier.openurl | http://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+approach | en_HK |
dc.identifier.email | Tong, H: howell.tong@gmail.com | en_HK |
dc.identifier.email | Yang, H: hlyang@hkusua.hku.hk | en_HK |
dc.identifier.hkuros | 101336 | en_HK |
dc.identifier.issnl | 1092-0277 | - |