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 |
|---|---|---|
| A hidden Markov regime-switching model for option valuation Insurance Mathematics & Economics | 2012-02-10 | Paper |
| On filtering and estimation of a threshold stochastic volatility model Applied Mathematics and Computation | 2012-01-13 | Paper |
| Characteristic functions and option valuation in a Markov chain market Computers & Mathematics with Applications | 2011-12-18 | Paper |
| Martingale representation and admissible portfolio process with regime switching Stochastic Analysis and Applications | 2011-03-08 | Paper |
Research outcomes over time
This page was built for person: Chuin Ching Liew
