Person:1000450

Available identifiers

zbMath Open lim.kian-guanMaRDI QIDQ1000450

List of research outcomes

Publication	Date of Publication	Type
Bermudan option in Singapore savings bonds	2021-06-30	Paper
Asymptotic dynamics and value-at-risk of large diversified portfolios in a jump-diffusion market	2019-01-15	Paper
Dividend policy and tax structure	2017-11-09	Paper
Probability and Finance Theory	2016-06-03	Paper
Choice of Copulas in Explaining Stock Market Contagion	2015-10-09	Paper
The term structure of S&P 100 model-free volatilities	2014-02-20	Paper
https://portal.mardi4nfdi.de/entity/Q2866001	2013-12-12	Paper
Portfolio value-at-risk optimization for asymmetrically distributed asset returns	2012-12-29	Paper
An empirical study of pricing and hedging collateralized debt obligation (CDO)	2010-06-30	Paper
Financial markets trends and studies of Singapore futures markets	2009-02-06	Paper
PRICING CREDIT RISK OF ASSET-BACKED SECURITIZATION BONDS IN SINGAPORE	2005-07-06	Paper
DEFAULTABLE DEBT PRICING IN MULTI-FACTOR MODELS	2005-06-22	Paper
An approximation pricing algorithm in an incomplete market: a differential geometric approach	2005-05-20	Paper
Information Transmission Across Eurodollar Futures Markets	1998-12-28	Paper

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Kian-Guan Lim