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!
| Publication | Date of Publication | Type |
|---|---|---|
| Pricing holder-extendable options in a stochastic volatility model with an Ornstein-Uhlenbeck process | 2020-02-26 | Paper |
| Fourier-based approach for power options valuation | 2019-11-20 | Paper |
| Pricing down-and-out power options with exponentially curved barrier Numerical Algebra, Control and Optimization | 2019-01-24 | Paper |
Research outcomes over time
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