A PDE approach for risk measures for derivatives with regime switching
| dc.contributor.author | Elliott, R. | |
| dc.contributor.author | Siu, Tak kuen | |
| dc.contributor.author | Chan, L. | |
| dc.date.accessioned | 2017-01-30T12:15:18Z | |
| dc.date.available | 2017-01-30T12:15:18Z | |
| dc.date.created | 2014-11-19T01:13:47Z | |
| dc.date.issued | 2008 | |
| dc.identifier.citation | 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. | |
| dc.identifier.uri | http://hdl.handle.net/20.500.11937/19707 | |
| dc.publisher | Springer-Verlag | |
| dc.title | A PDE approach for risk measures for derivatives with regime switching | |
| dc.type | Journal Article | |
| dcterms.source.volume | 4 | |
| dcterms.source.startPage | 55 | |
| dcterms.source.endPage | 74 | |
| dcterms.source.issn | 16142446 | |
| dcterms.source.title | Annals of Finance | |
| curtin.accessStatus | Fulltext not available |