Chuin Ching 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!
| Publication | Date of Publication | Type |
|---|---|---|
| A hidden Markov regime-switching model for option valuation Insurance Mathematics & Economics | 2012-02-10 | Paper |
| On filtering and estimation of a threshold stochastic volatility model Applied Mathematics and Computation | 2012-01-13 | Paper |
| Characteristic functions and option valuation in a Markov chain market Computers & Mathematics with Applications | 2011-12-18 | Paper |
| Martingale representation and admissible portfolio process with regime switching Stochastic Analysis and Applications | 2011-03-08 | Paper |
Research outcomes over time
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