Abstract
We are grateful to an anonymous referee for helpful comments and seminar participants at Peking University and the National Chengchi University, and to participants at the 14th International Conference on Computing in Economics and Finance (Paris, June 2008) and 2009 Asian FA conference (Brisbane) for helpful comments. Financial supports from the Australian Research Council (ARC) under Discovery Grant (DP0773776) and the Faculty Research Grant at UTS are gratefully acknowledged.
| Original language | English |
|---|---|
| Title of host publication | Recent advances in financial engineering |
| Subtitle of host publication | proceedings of the 2008 Daiwa International Workshop on Financial Engineering : Otemachi Sankei Plaza, Tokyo, Japan, 4-5 August 2008 |
| Editors | Masaaki Kijima, Masahiko Egami, Kei-ichi Tanaka, Yukio Muromachi |
| Place of Publication | Singapore ; Hackensack, N.J. |
| Publisher | World Scientific Publishing |
| Chapter | 5 |
| Pages | 127-156 |
| Number of pages | 30 |
| ISBN (Print) | 9789814273466 |
| DOIs | |
| Publication status | Published - 2009 |
| Externally published | Yes |