A Game theoretic Approach to Option Valuation Under Markovian Regime-Switching Models
| Main Author: | |
|---|---|
| Other Authors: | |
| Format: | Journal Article |
| Published: |
Elsevier Science
2008
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| Online Access: | http://hdl.handle.net/20.500.11937/12986 |
| _version_ | 1848748227914891264 |
|---|---|
| author | Siu, Tak kuen |
| author2 | Prof. Dr.-Ing. V. Ulbricht |
| author_facet | Prof. Dr.-Ing. V. Ulbricht Siu, Tak kuen |
| author_sort | Siu, Tak kuen |
| building | Curtin Institutional Repository |
| collection | Online Access |
| first_indexed | 2025-11-14T07:01:42Z |
| format | Journal Article |
| id | curtin-20.500.11937-12986 |
| institution | Curtin University Malaysia |
| institution_category | Local University |
| last_indexed | 2025-11-14T07:01:42Z |
| publishDate | 2008 |
| publisher | Elsevier Science |
| recordtype | eprints |
| repository_type | Digital Repository |
| spelling | curtin-20.500.11937-129862017-02-28T01:34:22Z A Game theoretic Approach to Option Valuation Under Markovian Regime-Switching Models Siu, Tak kuen Prof. Dr.-Ing. V. Ulbricht 2008 Journal Article http://hdl.handle.net/20.500.11937/12986 Elsevier Science restricted |
| spellingShingle | Siu, Tak kuen A Game theoretic Approach to Option Valuation Under Markovian Regime-Switching Models |
| title | A Game theoretic Approach to Option Valuation Under Markovian Regime-Switching Models |
| title_full | A Game theoretic Approach to Option Valuation Under Markovian Regime-Switching Models |
| title_fullStr | A Game theoretic Approach to Option Valuation Under Markovian Regime-Switching Models |
| title_full_unstemmed | A Game theoretic Approach to Option Valuation Under Markovian Regime-Switching Models |
| title_short | A Game theoretic Approach to Option Valuation Under Markovian Regime-Switching Models |
| title_sort | game theoretic approach to option valuation under markovian regime-switching models |
| url | http://hdl.handle.net/20.500.11937/12986 |