Tong, Howell, Siu, T.K and Yang, H (2004) On pricing derivatives under GARCH models: a dynamic Gerber-Shiu approach. North American Actuarial Journal, 8. pp. 17-31. ISSN 1092-0277
Full text not available from this repository.| Item Type: | Article |
|---|---|
| Official URL: | http://www.soa.org/news-and-publications/publicati... |
| Additional Information: | © 2004 Society of Actuaries |
| Divisions: | Economics Statistics |
| Subjects: | H Social Sciences > H Social Sciences (General) H Social Sciences > HA Statistics |
| Date Deposited: | 02 Jul 2008 14:42 |
| Last Modified: | 13 Sep 2024 21:52 |
| URI: | http://eprints.lse.ac.uk/id/eprint/6260 |
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