Items where Author is "Poon, Ser-Huang"

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Article

Vitiello, Luiz and Poon, Ser-Huang (2009) A note on the pricing of contingent claims with a mixture of distributions in a discrete-time general equilibrium framework. Centre for International Capital Markets discussion papers, 2009 (09). pp. 1-15. ISSN 1749-3412

Vitiello, Luiz and Poon, Ser-Huang (2008) A general equilibrium and preference free model for pricing options under transformed gamma distribution. Centre for International Capital Markets discussion papers, 2008 (13). pp. 1-29. ISSN 1749-3412

This list was generated on Tue Feb 19 00:26:21 2019 UTC.