San-Lin Chung

Available identifiers

zbMath Open chung.san-linMaRDI QIDQ375492

List of research outcomes

Publication	Date of Publication	Type
Pricing options with American-style average reset features	2019-01-15	Paper
Actuarial applications of the linear hazard transform in mortality immunization	2014-04-15	Paper
American option valuation under stochastic interest rates	2013-10-30	Paper
Generalized Cox-Ross-Rubinstein Binomial Models	2012-02-21	Paper
Catastrophe risk management with counterparty risk using alternative instruments	2012-02-10	Paper
Pricing Quanto Equity Swaps in a Stochastic Interest Rate Economy	2005-09-01	Paper

Research outcomes over time

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