A Game theoretic Approach to Option Valuation Under Markovian Regime-Switching Models
| dc.contributor.author | Siu, Tak kuen | |
| dc.contributor.editor | Prof. Dr.-Ing. V. Ulbricht | |
| dc.date.accessioned | 2017-01-30T11:34:05Z | |
| dc.date.available | 2017-01-30T11:34:05Z | |
| dc.date.created | 2014-11-19T01:13:47Z | |
| dc.date.issued | 2008 | |
| dc.identifier.citation | Siu, T.K. 2008. A Game theoretic Approach to Option Valuation Under Markovian Regime-Switching Models. Insurance: Mathematics and Economics. 42 (3): pp. 1146-1158. | |
| dc.identifier.uri | http://hdl.handle.net/20.500.11937/12986 | |
| dc.publisher | Elsevier Science | |
| dc.title | A Game theoretic Approach to Option Valuation Under Markovian Regime-Switching Models | |
| dc.type | Journal Article | |
| dcterms.source.volume | 42 | |
| dcterms.source.number | 3 | |
| dcterms.source.startPage | 1146 | |
| dcterms.source.endPage | 1158 | |
| dcterms.source.issn | 0167-6687 | |
| dcterms.source.title | Insurance: Mathematics and Economics | |
| curtin.accessStatus | Fulltext not available |