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Option valuation with a discrete-time double Markovian regime-switching model
Siu, Tak Kuen
;
Fung, Eric S.
;
Ng, Michael K.
- In:
Applied mathematical finance
18
(
2011
)
5/6
,
pp. 473-490
Persistent link: https://www.econbiz.de/10009422572
Saved in:
2
Option Valuation with a Discrete-Time Double Markovian Regime-Switching Model
Siu, Tak Kuen
;
Fung, Eric S.
;
Ng, Michael K.
- In:
Applied mathematical finance
18
(
2011
)
6
,
pp. 473-491
Persistent link: https://www.econbiz.de/10009798784
Saved in:
3
A PDE approach to risk measures of derivatives
Siu, Tak-kuen
;
Yang, Hailiang
- In:
Applied mathematical finance
7
(
2000
)
3
,
pp. 211-228
Persistent link: https://www.econbiz.de/10001590511
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