Siu, Tak Kien, Tong, Howell and Yang, Hailiang (2006) Option pricing under threshold autoregressive models by threshold Esscher transform. Journal of industrial and management optimization, 2 (2). pp. 177-197. ISSN 1547-5816
| Item Type: | Article |
|---|---|
| Official URL: | http://aimsciences.org/journals/jimo/description.h... |
| Additional Information: | © 2006 American Institute of Mathematical Sciences |
| Library of Congress subject classification: | H Social Sciences > H Social Sciences (General) H Social Sciences > HA Statistics |
| Sets: | Collections > Economists Online Departments > Economics Departments > Statistics |
| Rights: | http://www.lse.ac.uk/library/rights/LSERO.htm |
| URL: | http://eprints.lse.ac.uk/6244/ |
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