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 European-type, early-exercise and discrete barrier options using an algorithm for the convolution of Legendre series Quantitative Finance | 2020-12-07 | Paper |
| An SFP-FCC method for pricing and hedging early-exercise options under Lévy processes Quantitative Finance | 2020-12-07 | Paper |
| Singular Fourier-Padé series expansion of European option prices Quantitative Finance | 2018-11-14 | Paper |
Research outcomes over time
This page was built for person: Tat Lung Chan (Ron)
