Location of Repository

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

By Howell Tong, T.K Siu and H Yang
Topics: H Social Sciences (General), HA Statistics
Publisher: Society of Actuaries
Year: 2004
OAI identifier: oai:eprints.lse.ac.uk:6260
Provided by: LSE Research Online
Download PDF:
Sorry, we are unable to provide the full text but you may find it at the following location(s):
  • http://www.soa.org/news-and-pu... (external link)
  • http://eprints.lse.ac.uk/6260/ (external link)
  • Suggested articles

    To submit an update or takedown request for this paper, please submit an Update/Correction/Removal Request.