Items where Author is "Poon, Ser-Huang" | London Met Repository

London Met Website

Items where Author is "Poon, Ser-Huang"

[up]

Group by: Item Type | No Grouping

Jump to: Article

Number of items: 2.

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 Mon Dec 30 22:30:25 2024 UTC.