Kian-Guan Lim

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

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Known relations from the MaRDI Knowledge Graph

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MaRDI profile type	MaRDI person profile
instance of	human

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