Tat Lung Chan (Ron)

From MaRDI portal
Person:4554486

Available identifiers

zbMath Open chan.tat-lungMaRDI QIDQ4554486

List of research outcomes





PublicationDate of PublicationType
Pricing European-type, early-exercise and discrete barrier options using an algorithm for the convolution of Legendre series2020-12-07Paper
An SFP–FCC method for pricing and hedging early-exercise options under Lévy processes2020-12-07Paper
Singular Fourier–Padé series expansion of European option prices2018-11-14Paper

Research outcomes over time

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