Teck Wee Ng

From MaRDI portal



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
Pricing holder-extendable options in a stochastic volatility model with an Ornstein-Uhlenbeck process2020-02-26Paper
Fourier-based approach for power options valuation2019-11-20Paper
Pricing down-and-out power options with exponentially curved barrier
Numerical Algebra, Control and Optimization
2019-01-24Paper


Research outcomes over time


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