Abstract
In this note, we summarize some of our recent works on pricing derivative securities under nonlinear time series models.
| Original language | English |
|---|---|
| Pages (from-to) | 1050501-1050502 |
| 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 |
| Volume | 7 |
| Issue number | 1 |
| DOIs | |
| Publication status | Published - 2007 |
| Externally published | Yes |
| Event | International Congress on Industrial Applied Mathematics (6th : 2007) - Zurich, Switzerland Duration: 16 Jul 2007 → 20 Jul 2007 |
Fingerprint
Dive into the research topics of 'On pricing derivatives under nonlinear time series models'. Together they form a unique fingerprint.Cite this
- APA
- Author
- BIBTEX
- Harvard
- Standard
- RIS
- Vancouver