Browsing byAuthorCheang, GHL
Showing results 1 to 7 of 7
| Issue Date | Title | Author(s) |
| 2021-06-04 | A Numerical Approach to Pricing Exchange Options under Stochastic Volatility and Jump-Diffusion Dynamics | Garces, LPDM; Cheang, GHL |
| 2021-01-01 | A numerical approach to pricing exchange options under stochastic volatility and jump-diffusion dynamics | Garces, LPDM; Cheang, GHL |
| 2020-02-24 | Representation of Exchange Option Prices under Stochastic Volatility Jump-Diffusion Dynamics | Cheang, GHL; Garces, LPDM |
| 2020-02-24 | A Put-Call Transformation of the Exchange Option Problem under Stochastic Volatility and Jump Diffusion Dynamics | Garces, LPDM; Cheang, GHL |
| 2020-02-01 | Representation of exchange option prices under stochastic volatility jump-diffusion dynamics | Cheang, GHL; Garces, LPDM |
| 2020-02-01 | Representation of exchange option prices under stochastic volatility jump-diffusion dynamics (January, 10.1080/14697688.2019.1655785, 2019) | Cheang, GHL; Garces, LPDM |
| 2015-01-01 | Approximate hedging of options under jump-diffusion processes | Mina, KF; Cheang, GHL; Chiarella, C |
