Ron Tat Lung Chan

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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!

PublicationDate of PublicationType
A radial basis function scheme for option pricing in exponential Lévy models
Applied Mathematical Finance
2018-09-11Paper
Option pricing with Legendre polynomials
Journal of Computational and Applied Mathematics
2017-06-01Paper
Option pricing with Legendre polynomials
Journal of Computational and Applied Mathematics
2017-06-01Paper
Options pricing under the one-dimensional jump-diffusion model using the radial basis function interpolation scheme
Review of Derivatives Research
2015-01-23Paper


Research outcomes over time


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