Add to Quick Collection All 2 Results
| Title | Author/Creator | Date | Full Text | Reviewed | |
|---|---|---|---|---|---|
| A PDE approach for risk measures for derivatives with regime switching | Elliott, Robert J; Siu, Tak Kuen; Chan, Leunglung | 2008 | — | ||
| Option pricing for GARCH models with Markov switching | Elliott, Robert J; Siu, Tak Kuen; Chan, Leunglung | 2006 | — |
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