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Abstract and Applied Analysis
Volume 2013, Article ID 682524, 5 pages
http://dx.doi.org/10.1155/2013/682524
Research Article

Homotopy Analysis Method for Boundary-Value Problem of Turbo Warrant Pricing under Stochastic Volatility

1Department of Statistics, The Chinese University of Hong Kong, Hong Kong
2Department of Mathematics and Information Technology, Hong Kong Institute of Education, Hong Kong

Received 13 December 2012; Accepted 30 January 2013

Academic Editor: Bashir Ahmad

Copyright © 2013 Hoi Ying Wong and Mei Choi Chiu. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.

Citations to this Article [3 citations]

The following is the list of published articles that have cited the current article.

  • Christian de Peretti, Ghaith Ben Achour, and Ruggero Renzetti, “Pricing of Perpetual Turbo-Warrants,” SSRN Electronic Journal, . View at Publisher · View at Google Scholar
  • Martin R. Cacan, Stephen Leadenham, and Michael J. Leamy, “An enriched multiple scales method for harmonically forced nonlinear systems,” Nonlinear Dynamics, vol. 78, no. 2, pp. 1205–1220, 2014. View at Publisher · View at Google Scholar
  • Mei Choi Chiu, and Hoi Ying Wong, “Optimal Investment for Insurers with the Extended CIR Interest Rate Model,” Abstract and Applied Analysis, vol. 2014, pp. 1–12, 2014. View at Publisher · View at Google Scholar