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
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author Elliott, R.
Siu, Tak kuen
Chan, L.
author_facet Elliott, R.
Siu, Tak kuen
Chan, L.
author_sort Elliott, R.
building Curtin Institutional Repository
collection Online Access
first_indexed 2025-11-14T07:31:34Z
format Journal Article
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institution Curtin University Malaysia
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last_indexed 2025-11-14T07:31:34Z
publishDate 2008
publisher Springer-Verlag
recordtype eprints
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spelling curtin-20.500.11937-197072017-02-28T01:35:23Z A PDE approach for risk measures for derivatives with regime switching Elliott, R. Siu, Tak kuen Chan, L. 2008 Journal Article http://hdl.handle.net/20.500.11937/19707 Springer-Verlag restricted
spellingShingle Elliott, R.
Siu, Tak kuen
Chan, L.
A PDE approach for risk measures for derivatives with regime switching
title A PDE approach for risk measures for derivatives with regime switching
title_full A PDE approach for risk measures for derivatives with regime switching
title_fullStr A PDE approach for risk measures for derivatives with regime switching
title_full_unstemmed A PDE approach for risk measures for derivatives with regime switching
title_short A PDE approach for risk measures for derivatives with regime switching
title_sort pde approach for risk measures for derivatives with regime switching
url http://hdl.handle.net/20.500.11937/19707