A PDE approach for risk measures for derivatives with regime switching
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Authors
Elliott, R.
Siu, Tak kuen
Chan, L.
Date
2008Type
Journal Article
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Elliott, R. and Siu, T.K. and Chan, L. 2008. A PDE approach for risk measures for derivatives with regime switching. Annals of Finance. 4: pp. 55-74.
Source Title
Annals of Finance