Author/Creator: Siu, Tak Kuen / Issue: Volume 16:Issue 12(2016) - British Library Electronic Legal Deposit Catalogue-Journal Issues and Articles Search Results

Author/Creator Siu, Tak Kuen Issue Volume 16:Issue 12(2016)

1. Pricing regime-switching risk in an HJM interest rate environment. Issue 12 (1st December 2016)

Authors:: Elliott, Robert J.; Siu, Tak Kuen
Journal:: Quantitative finance
Issue:: Volume 16:Issue 12(2016)
Page Start:: 1791
Record Type:: Journal Article
View Content:: Available online (eLD content is only available in our Reading Rooms) ↗

2. The market for salmon futures: an empirical analysis of the Fish Pool using the Schwartz multi-factor model. Issue 12 (1st December 2016)

Authors:: Ewald, Christian-Oliver; Nawar, Roy; Ouyang, Ruolan; Siu, Tak Kuen
Journal:: Quantitative finance
Issue:: Volume 16:Issue 12(2016)
Page Start:: 1823
Record Type:: Journal Article
View Content:: Available online (eLD content is only available in our Reading Rooms) ↗