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 options with American-style average reset features Quantitative Finance | 2019-01-15 | Paper |
| Actuarial applications of the linear hazard transform in mortality immunization Insurance Mathematics & Economics | 2014-04-15 | Paper |
| American option valuation under stochastic interest rates Review of Derivatives Research | 2013-10-30 | Paper |
| Generalized Cox-Ross-Rubinstein binomial models Management Science | 2012-02-21 | Paper |
| Catastrophe risk management with counterparty risk using alternative instruments Insurance Mathematics & Economics | 2012-02-10 | Paper |
| Pricing Quanto Equity Swaps in a Stochastic Interest Rate Economy Applied Mathematical Finance | 2005-09-01 | Paper |
Research outcomes over time
This page was built for person: San-Lin Chung
