| Original language | English |
|---|---|
| Pages (from-to) | 17-31 |
| Number of pages | 15 |
| Journal | North American Actuarial Journal |
| Volume | 8 |
| Issue number | 3 |
| Publication status | Published - 2004 |
Cite this
- APA
- Author
- BIBTEX
- Harvard
- Standard
- RIS
- Vancouver
On Pricing Derivatives under GARCH Models: A Dynamic Gerber-Shui's Approach
- Tak Kuen Siu
- , H. Tong
- , H. Yang
Research output: Contribution to journal › Article › peer-review