The following pages link to Tat Lung Chan (Ron) (Q4554486):
Displaying 3 items.
- Singular Fourier–Padé series expansion of European option prices (Q4554487) (← links)
- Pricing European-type, early-exercise and discrete barrier options using an algorithm for the convolution of Legendre series (Q5139233) (← links)
- An SFP–FCC method for pricing and hedging early-exercise options under Lévy processes (Q5139234) (← links)
