Macquarie University ResearchOnline
List View
Showing items 1 - 3 of 3.
Add to Quick Collection All 3 Results
| Title | Author/Creator | Date | Full Text | Reviewed | |
|---|---|---|---|---|---|
| Martingale representation for contingent claims with regime switching | Elliott, Robert J; Siu, Tak Kuen; Yang, Hailiang | 2007 | — | 
|
|
| Option pricing when the regime-switching risk is priced | Siu, Tak Kuen; Yang, Hailiang | 2009 | — |
|
|
| Pricing currency options under two-factor Markov-modulated stochastic volatility models | Siu, Tak Kuen; Yang, Hailiang; Lau, John W | 2008 | — |
|
Author/Creator
- Elliott, Robert J (1)
- Lau, John W (1)
Subject Keyword
Copyright Macquarie University | Privacy Statement | Accessibility Information
ABN 90 952 801 237 | CRICOS Provider No 00002J