Department of Applied Finance

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  • 2010

    Esscher transform

    Siu, T. K., 2010, Encyclopedia of quantitative finance. Cont, R. (ed.). Chichester, West Sussex, England ; Hoboken, NJ: John Wiley & Sons, Vol. 2. p. 589-592 4 p.

    Research output: Chapter in Book/Report/Conference proceedingEntry for encyclopedia/dictionary/reference book

  • Stochastic control

    Elliott, R. J. & Siu, T. K., 2010, Encyclopedia of quantitative finance. Cont, R. (ed.). Chichester, West Sussex, England ; Hoboken, NJ: John Wiley & Sons, Vol. 9. p. 1682-1689 8 p.

    Research output: Chapter in Book/Report/Conference proceedingEntry for encyclopedia/dictionary/reference book