P. H. Yuen
From MaRDI portal
Person:1979081
Available identifiers
zbMath Open yuen.p-hMaRDI QIDQ1979081
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 | 2008-09-03 | Paper |
| CONSTANT ELASTICITY OF VARIANCE OPTION PRICING MODEL WITH TIME-DEPENDENT PARAMETERS | 2003-03-18 | Paper |
| OPTION RISK MEASUREMENT WITH TIME-DEPENDENT PARAMETERS | 2001-01-02 | Paper |
| Comment on ``Pricing double barrier options using Laplace transforms by Antoon Pelsser | 2000-05-24 | Paper |
Research outcomes over time
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