A PDE approach for risk measures for derivatives with regime switching

Robert J. Elliott, Tak Kuen Siu, Leunglung Chan

Research output: Contribution to journalArticlepeer-review

18 Citations (Scopus)

Fingerprint

Dive into the research topics of 'A PDE approach for risk measures for derivatives with regime switching'. Together they form a unique fingerprint.

Economics, Econometrics and Finance

INIS

Mathematics