On pricing derivatives under GARCH models: a dynamic Gerber-Shiu's approach

Tak Kuen Siu, Howell Tong, Hailiang Yang

Research output: Contribution to journalArticlepeer-review

Original languageEnglish
Pages (from-to)17-31
Number of pages15
JournalNorth American Actuarial Journal
Volume8
Issue number3
Publication statusPublished - 2004
Externally publishedYes

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