Chuin Ching Liew

Available identifiers

zbMath Open liew.chuin-chingMaRDI QIDQ651451

List of research outcomes

Publication	Date of Publication	Type
A hidden Markov regime-switching model for option valuation	2012-02-10	Paper
On filtering and estimation of a threshold stochastic volatility model	2012-01-13	Paper
Characteristic functions and option valuation in a Markov chain market	2011-12-18	Paper
Martingale representation and admissible portfolio process with regime switching	2011-03-08	Paper

Research outcomes over time

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