A PDE approach for risk measures for derivatives with regime switching

A PDE approach for risk measures for derivatives with regime switching

Bibliographic Details
Main Authors: Elliott, R., Siu, Tak kuen, Chan, L.
Format: Journal Article
Published: Springer-Verlag 2008
Online Access:http://hdl.handle.net/20.500.11937/19707

Internet

http://hdl.handle.net/20.500.11937/19707

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