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 |
|---|---|---|
| PRICING BARRIER OPTIONS WITH SQUARE ROOT PROCESS International Journal of Theoretical and Applied Finance | 2008-09-03 | Paper |
| CONSTANT ELASTICITY OF VARIANCE OPTION PRICING MODEL WITH TIME-DEPENDENT PARAMETERS International Journal of Theoretical and Applied Finance | 2003-03-18 | Paper |
| OPTION RISK MEASUREMENT WITH TIME-DEPENDENT PARAMETERS International Journal of Theoretical and Applied Finance | 2001-01-02 | Paper |
| Comment on ``Pricing double barrier options using Laplace transforms'' by Antoon Pelsser Finance and Stochastics | 2000-05-24 | Paper |
Research outcomes over time
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