Macquarie University ResearchOnline
List View
Showing items 1 - 2 of 2.
Add to Quick Collection All 2 Results
| Title | Author/Creator | Date | Full Text | Reviewed | |
|---|---|---|---|---|---|
| Option valuation under a multivariate Markov chain model | Song, Na; Ching, Wai-Ki; Siu, Tak-Kuen; Fung, Eric S; Ng, Micheal K | 2010 | 
|
|
|
| An Improved multivariate Markov chain model for credit risk | Ching, Wai-Ki; Siu, Tak Kuen; Li, Li-min; Jiang, Hao; Li, Tang... More | 2009 | — |
|
Author/Creator
- Fung, Eric S (1)
- Jiang, Hao (1)
- Li, Li-min (1)
- Li, Tang (1)
- Li, Wai-Keung (1)
- Ng, Micheal K (1)
- Siu, Tak Kuen (1)
- Siu, Tak-Kuen (1)
- Song, Na (1)
Subject Keyword
- Esscher transform (1)
- Markov chain (1)
- Markov chain models (1)
- Markov processes (1)
- asset prices (1)
- discrete-time (1)
- martingale measures (1)
- multi state (1)
- optimization (1)
Resource Type
- conference paper (1)
- journal article (1)
Copyright Macquarie University | Privacy Statement | Accessibility Information
ABN 90 952 801 237 | CRICOS Provider No 00002J