Browsing byAuthorCheang, GH
Showing results 1 to 3 of 3
Issue Date | Title | Author(s) |
2011-01 | Exchange Options Under Jump-Diffusion Dynamics | Cheang, GH; Chiarella, C |
2012-01 | A modern view on Merton's jump-diffusion model | Cheang, GH; Chiarella, C; Cohen, SN; Madan, D; Siu, TK; Yang, H |
2013-01 | The representation of American options prices under stochastic volatility and jump-diffusion dynamics | Cheang, GH; Chiarella, C; Ziogas, A |