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Conference Paper: Erlang stopping of Brownian motion and valuation of contingent options

TitleErlang stopping of Brownian motion and valuation of contingent options
Authors
Yang, HGerber, HUShiu, ESW
Issue Date2012
Citation
The 2012 International Conference on Actuarial and Financial Mathematics, Chongqing, China, 16-17 March 2012. How to Cite?
DescriptionOral presentation
Organizer: Chongqing University
Persistent Identifierhttp://hdl.handle.net/10722/165739

 

DC FieldValueLanguage
dc.contributor.authorYang, Hen_US
dc.contributor.authorGerber, HUen_US
dc.contributor.authorShiu, ESWen_US
dc.date.accessioned2012-09-20T08:22:48Z-
dc.date.available2012-09-20T08:22:48Z-
dc.date.issued2012en_US
dc.identifier.citationThe 2012 International Conference on Actuarial and Financial Mathematics, Chongqing, China, 16-17 March 2012.en_US
dc.identifier.urihttp://hdl.handle.net/10722/165739-
dc.descriptionOral presentation-
dc.descriptionOrganizer: Chongqing University-
dc.languageengen_US
dc.relation.ispartof2012 International Conference on Actuarial and Financial Mathematicsen_US
dc.titleErlang stopping of Brownian motion and valuation of contingent optionsen_US
dc.typeConference_Paperen_US
dc.identifier.emailYang, H: hlyang@hku.hken_US
dc.identifier.emailGerber, HU: hans1196@hku.hken_US
dc.identifier.emailShiu, ESW: eshiu@stat.uiowa.edu-
dc.identifier.authorityYang, H=rp00826en_US
dc.identifier.hkuros210955en_US

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