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-List Of Titles -On pricing derivatives under GARCH models : a dynamic Gerber-Shiu's approach

Please use this identifier to cite or link to this item: http://hdl.handle.net/1959.14/138742

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Title
On pricing derivatives under GARCH models : a dynamic Gerber-Shiu's approach
Related
North American actuarial journal, Vol. 8, Issue 3, (2004), p.17-31
Publisher
Society of Actuaries
Date
2004
FoR/RFCD Code(s)
010200 Applied Mathematics
Author/Creator
Siu, Tak Kuen
Author/Creator
Tong, Howell
Author/Creator
Yang, Hailiang
Description
15 page(s)
Subject Keyword
010200 Applied Mathematics
Resource Type
journal article
Organisation
Macquarie University. Dept. of Actuarial Studies
Identifier
http://hdl.handle.net/1959.14/138742
Identifier
ISSN:1092-0277
Identifier
mq-rm-2009000346
Language
eng
Reviewed
Reviewed
Save/E-mail Citation
Citation Format
E-mail Address
Subject
"North American actuarial journal"
 
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