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Elliott, Robert J., Liew, Chuin Ching, Siu, Tak Kuen (2011) Characteristic functions and option valuation in a Markov chain market. Computers & Mathematics with Applications, 62. 65-74 doi:10.1016/j.camwa.2011.04.050

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Reference TypeJournal (article/letter/editorial)
TitleCharacteristic functions and option valuation in a Markov chain market
JournalComputers & Mathematics with Applications
AuthorsElliott, Robert J.Author
Liew, Chuin ChingAuthor
Siu, Tak KuenAuthor
Year2011 (July)Volume62
PublisherElsevier BV
DOIdoi:10.1016/j.camwa.2011.04.050Search in ResearchGate
Generate Citation Formats
Mindat Ref. ID6574575Long-form Identifiermindat:1:5:6574575:3
GUID0
Full ReferenceElliott, Robert J., Liew, Chuin Ching, Siu, Tak Kuen (2011) Characteristic functions and option valuation in a Markov chain market. Computers & Mathematics with Applications, 62. 65-74 doi:10.1016/j.camwa.2011.04.050
Plain TextElliott, Robert J., Liew, Chuin Ching, Siu, Tak Kuen (2011) Characteristic functions and option valuation in a Markov chain market. Computers & Mathematics with Applications, 62. 65-74 doi:10.1016/j.camwa.2011.04.050
In(n.d.) Computers & Mathematics with Applications Vol. 62. Elsevier BV

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