%0 Journal Article %1 journals/cma/ElliottLS11 %A Elliott, Robert J. %A Liew, Chuin Ching %A Siu, Tak Kuen %D 2011 %J Comput. Math. Appl. %K dblp %N 1 %P 65-74 %T Characteristic functions and option valuation in a Markov chain market. %U http://dblp.uni-trier.de/db/journals/cma/cma62.html#ElliottLS11 %V 62

@article{journals/cma/ElliottLS11, added-at = {2021-02-11T00:00:00.000+0100}, author = {Elliott, Robert J. and Liew, Chuin Ching and Siu, Tak Kuen}, biburl = {https://www.bibsonomy.org/bibtex/2ceb6926cc617646fb5a1bcfbf57b3268/dblp}, ee = {https://doi.org/10.1016/j.camwa.2011.04.050}, interhash = {3e82ea6d8c2fe390ab5217704a4abb15}, intrahash = {ceb6926cc617646fb5a1bcfbf57b3268}, journal = {Comput. Math. Appl.}, keywords = {dblp}, number = 1, pages = {65-74}, timestamp = {2024-04-08T18:19:56.000+0200}, title = {Characteristic functions and option valuation in a Markov chain market.}, url = {http://dblp.uni-trier.de/db/journals/cma/cma62.html#ElliottLS11}, volume = 62, year = 2011 }