ATTAINABLE CONTINGENT CLAIMS IN A MARKOVIAN REGIME-SWITCHING MARKET
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: 2012DOI: 10.1142/S0219024912500550
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ATTAINABLE CONTINGENT CLAIMS IN A MARKOVIAN REGIME-SWITCHING MARKET
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| contributor author | ROBERT J. ELLIOTT | |
| contributor author | TAK KUEN SIU | |
| date accessioned | 2020-03-12T04:45:01Z | |
| date available | 2020-03-12T04:45:01Z | |
| date issued | 2012 | |
| identifier other | YmHCROxDMU4y0yK0_xPSu7pPOObk4oTf39qcivSqAIEwqvvVeh.pdf | |
| identifier uri | http://libsearch.um.ac.ir:80/fum/handle/fum/754638?locale-attribute=en | |
| format | general | |
| language | English | |
| title | ATTAINABLE CONTINGENT CLAIMS IN A MARKOVIAN REGIME-SWITCHING MARKET | |
| type | Journal Paper | |
| contenttype | Fulltext | |
| contenttype | Fulltext | |
| identifier padid | 5826606 | |
| identifier doi | 10.1142/S0219024912500550 | |
| journal title | International Journal of Theoretical and Applied Finance | |
| coverage | Academic | |
| journal volume | 15 | |
| journal issue | 08 | |
| filesize | 243160 | |
| citations | 1 |