2024-03-28T15:04:30Z
https://oai.zbmath.org/v1/
oai:zbmath.org:6359523
2014-10-21T12:10:42Z
91
Yuen, Fei Lung; Siu, Tak Kuen; Yang, Hailiang
2013
6359523
English
Elsevier (Pergamon), Oxford
https://zbmath.org/06359523
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Math. Comput. Modelling 58, No. 1-2, 28-37 (2013).
91G20
Option valuation by a self-exciting threshold binomial model
j