Sai Hung Marten Ting

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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
Asian and Australian options: a common perspective
Journal of Economic Dynamics and Control
2018-11-01Paper
Asymptotic solutions for Australian options with low volatility
Applied Mathematical Finance
2018-09-12Paper
On the performance of asymptotic locally risk minimising hedges in the Heston stochastic volatility model
Quantitative Finance
2014-02-20Paper
On the investment-uncertainty relationship in a real option model with stochastic volatility
Mathematical Social Sciences
2014-02-11Paper


Research outcomes over time


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