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~isPartOf:"International journal of theoretical and applied finance"
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Option pricing theory
5
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Elliott, Robert J.
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Siu, Tak Kuen
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Chan, Leunglung
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International journal of theoretical and applied finance
Insurance / Mathematics & economics
26
Applied mathematical finance
15
Economic modelling
12
Insurance: Mathematics and Economics
12
Computational economics
9
Applied Mathematical Finance
7
Economic Modelling
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Annals of finance
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Asia-Pacific Financial Markets
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Asia-Pacific financial markets
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Computational Economics
4
Quantitative Finance
4
Annals of Finance
3
European journal of operational research : EJOR
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International Journal of Theoretical and Applied Finance (IJTAF)
3
International journal of production economics
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Journal of economic dynamics & control
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Operations research letters
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Energy economics
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Journal of Risk and Financial Management
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Managerial Finance
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Managerial finance
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Mathematical methods of operations research
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Scandinavian actuarial journal
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Scandinavian actuarial journal : Actuarial Society of Finland ; Norwegian Society of Actuaries ; Swedish Society of Actuaries
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The journal of credit risk : published quarterly by Incisive Media
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The journal of futures markets
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Advances in statistics, probability and actuarial science
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American journal of agricultural economics
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Applied Stochastic Models in Business and Industry
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Applied economics
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Business intelligence in economic forecasting : technologies and techniques
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CRIEFF Discussion Papers
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Computational Statistics
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Decisions in economics and finance : a journal of applied mathematics
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1
Hedging options in a doubly Markov-modulated financial market via stochastic flows
Siu, Tak Kuen
;
Elliott, Robert J.
- In:
International journal of theoretical and applied finance
22
(
2019
)
8
,
pp. 1-41
Persistent link: https://www.econbiz.de/10012183224
Saved in:
2
A Dupire equation for a regime-switching model
Elliott, Robert J.
;
Chan, Leunglung
;
Siu, Tak Kuen
- In:
International journal of theoretical and applied finance
18
(
2015
)
4
,
pp. 1-13
Persistent link: https://www.econbiz.de/10011403770
Saved in:
3
Attainable contingent claims in a Markovian regime-switching market
Elliott, Robert J.
;
Siu, Tak Kuen
- In:
International journal of theoretical and applied finance
15
(
2012
)
8
,
pp. 1-19
Persistent link: https://www.econbiz.de/10009706331
Saved in:
4
A comparison of pricing kernels for GARCH option pricing with generalized hyperbolic distributions
Badescu, Alexandru
;
Elliott, Robert J.
;
Kulperger, Reg
; …
- In:
International journal of theoretical and applied finance
14
(
2011
)
5
,
pp. 669-708
Persistent link: https://www.econbiz.de/10009298478
Saved in:
5
Option pricing for GARCH models with Markov switching
Elliott, Robert J.
;
Siu, Tak Kuen
;
Chan, Leunglung
- In:
International journal of theoretical and applied finance
9
(
2006
)
6
,
pp. 825-841
Persistent link: https://www.econbiz.de/10003380278
Saved in:
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