Tat Lung Chan (Ron)

Available identifiers

zbMath Open chan.tat-lungMaRDI QIDQ4554486

List of research outcomes

Publication	Date of Publication	Type
Pricing European-type, early-exercise and discrete barrier options using an algorithm for the convolution of Legendre series	2020-12-07	Paper
An SFP–FCC method for pricing and hedging early-exercise options under Lévy processes	2020-12-07	Paper
Singular Fourier–Padé series expansion of European option prices	2018-11-14	Paper

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Tat Lung Chan (Ron)