Publication View

Option pricing under threshold autoregressive models by threshold Esscher transform (2006)

Publication details

Publisher	American Institute of Mathematical Sciences
Repository	lseepr (United Kingdom)
Keywords	H Social Sciences (General), HA Statistics
Type	Article, PeerReviewed
Relation	http://aimsciences.org/journals/jimo/description.htm http://eprints.lse.ac.uk/6244/