Ka Wo Lau

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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
Optimal execution strategy of liquidation
Journal of Industrial and Management Optimization
2006-07-14Paper
VALUATION OF EMPLOYEE RELOAD OPTIONS USING UTILITY MAXIMIZATION APPROACH
International Journal of Theoretical and Applied Finance
2005-10-18Paper
Pricing algorithms of multivariate path dependent options
Journal of Complexity
2002-11-06Paper


Research outcomes over time


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