Derivatives pricing with affine models and numerical implementation

Research output: Chapter in Book/Conference proceeding › Chapter

Original language	English
Title of host publication	Handbook of Research Methods and Applications in Empirical Finance\|Handb. of Res. Methods and Appl. in Empirical Finance
Publisher	Edward Elgar
Pages	148-168
Number of pages	20
DOIs	https://doi.org/10.4337/9780857936097.00013
Publication status	Published - 30 Apr 2013

Access to Document

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title = "Derivatives pricing with affine models and numerical implementation",

author = "Ke Chen and Poon, \{Ser Huang\}",

year = "2013",

month = apr,

day = "30",

doi = "10.4337/9780857936097.00013",

language = "English",

pages = "148--168",

booktitle = "Handbook of Research Methods and Applications in Empirical Finance|Handb. of Res. Methods and Appl. in Empirical Finance",

publisher = "Edward Elgar",

address = "United Kingdom",

}

TY - CHAP

T1 - Derivatives pricing with affine models and numerical implementation

AU - Chen, Ke

AU - Poon, Ser Huang

PY - 2013/4/30

Y1 - 2013/4/30

U2 - 10.4337/9780857936097.00013

DO - 10.4337/9780857936097.00013

M3 - Chapter

SP - 148

EP - 168

BT - Handbook of Research Methods and Applications in Empirical Finance|Handb. of Res. Methods and Appl. in Empirical Finance

PB - Edward Elgar

ER -