In this note, we summarize some of our recent works on pricing derivative securities under nonlinear time series models.
|Number of pages||2|
|Journal||Proceedings in applied mathematics and mechanics : special issue : Sixth International Congress on Industrial Applied Mathematics (ICIAM07) and GAMM Annual Meeting, Zürich 2007|
|Publication status||Published - 2007|
|Event||International Congress on Industrial Applied Mathematics (6th : 2007) - Zurich, Switzerland|
Duration: 16 Jul 2007 → 20 Jul 2007