A PDE approach for risk measures for derivatives with regime switching
| Main Authors: | , , |
|---|---|
| Format: | Journal Article |
| Published: |
Springer-Verlag
2008
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| Online Access: | http://hdl.handle.net/20.500.11937/19707 |
| _version_ | 1848750107243053056 |
|---|---|
| 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 |
| id | curtin-20.500.11937-19707 |
| institution | Curtin University Malaysia |
| institution_category | Local University |
| last_indexed | 2025-11-14T07:31:34Z |
| publishDate | 2008 |
| publisher | Springer-Verlag |
| recordtype | eprints |
| repository_type | Digital Repository |
| 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 |