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
Full text not available from this repository.| Item Type: | Article |
|---|---|
| Official URL: | http://aimsciences.org/journals/jimo/description.h... |
| Additional Information: | © 2006 American Institute of Mathematical Sciences |
| Divisions: | Economics Statistics |
| Subjects: | H Social Sciences > H Social Sciences (General) H Social Sciences > HA Statistics |
| Date Deposited: | 02 Jul 2008 14:37 |
| Last Modified: | 11 Sep 2025 07:11 |
| URI: | http://eprints.lse.ac.uk/id/eprint/6244 |
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