Option pricing when the regime-switching risk is priced :: Tak Kuen Siu :: School of Economics and Finance, St. Salvator's College 2007 :: OBNB, the Open British National Bibliography

Publication Data

Title Option pricing when the regime-switching risk is priced
Author Tak Kuen Siu
Contributors Hailiang Yang, John W. Lau, John W. Lau, John W. Lau
Publisher School of Economics and Finance, St. Salvator's College
Publication date 2007
Publication location St Andrews
Language English

Topics

Options (Finance) :: Prices :: Mathematical models

Catalogue Data

OBNB ID GBA870205
ISBN 10 n/a
ISBN 13 n/a
Type BibliographicResource, Book
Dewey Classification 332.6

ISBD

P1053 25 p.
P1042 Includes bibliographical references.

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Option pricing when the regime-switching risk is priced by Tak Kuen Siu. Published by School of Economics and Finance, St. Salvator's College in 2007. Publication and catalogue information, links to buy online and reader comments.