Option valuation by a self-exciting threshold binomial model

Fei Lung Yuen, Tak Kuen Siu, Hailiang Yang

Research output: Contribution to journalArticlepeer-review

9 Citations (Scopus)

Fingerprint

Dive into the research topics of 'Option valuation by a self-exciting threshold binomial model'. Together they form a unique fingerprint.

INIS

Mathematics