Agatha Liew

From MaRDI portal



List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
On fluctuations of a multivariate random walk with some applications to stock options trading and hedging
Mathematical and Computer Modelling
2008-04-17Paper
Level crossings of an oscillating marked random walk
Computers & Mathematics with Applications
2007-11-01Paper
On Exit Times of a Multivariate Random Walk and Its Embedding in a Quasi Poisson Process
Stochastic Analysis and Applications
2006-09-22Paper


Research outcomes over time


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