Search Results - CHEANG, GERALD H. L.

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  1. 1
    Representation of exchange option prices under stochastic volatility jump-diffusion dynamics

    Representation of exchange option prices under stochastic volatility jump-diffusion dynamics by Cheang, Gerald H. L., Garces, Len Patrick Dominic M.

    Published in Quantitative finance
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  2. 2
    Perpetual Exchange Options under Jump-Diffusion Dynamics

    Perpetual Exchange Options under Jump-Diffusion Dynamics by Cheang, Gerald H. L., Lian, Guanghua

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  3. 3
    Exchange Options Under Jump-Diffusion Dynamics

    Exchange Options Under Jump-Diffusion Dynamics by Cheang, Gerald H. L., Chiarella, Carl

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  4. 4
    A numerical approach to pricing exchange options under stochastic volatility and jump-diffusion dynamics

    A numerical approach to pricing exchange options under stochastic volatility and jump-diffusion dynamics by Garces, Len Patrick Dominic M., Cheang, Gerald H. L.

    Published in Quantitative finance
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  5. 5
    Correction: Exchange Option under Jump-diffusion Dynamics

    Correction: Exchange Option under Jump-diffusion Dynamics by Caldana, Ruggero, Cheang, Gerald H. L., Chiarella, Carl, Fusai, Gianluca

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  6. 6
    The representation of American options prices under stochastic volatility and jump-diffusion dynamics

    The representation of American options prices under stochastic volatility and jump-diffusion dynamics by Cheang, Gerald H. L., Chiarella, Carl, Ziogas, Andrew

    Published in Quantitative finance
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  7. 7
    APPROXIMATE HEDGING OF OPTIONS UNDER JUMP-DIFFUSION PROCESSES

    APPROXIMATE HEDGING OF OPTIONS UNDER JUMP-DIFFUSION PROCESSES by Mina, Karl Friedrich, Cheang, Gerald H, Chiarella, Carl

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  8. 8
    Approximation with neural networks activated by ramp sigmoids

    Approximation with neural networks activated by ramp sigmoids by Cheang, Gerald H.L.

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  9. 9
    A Numerical Approach to Pricing Exchange Options under Stochastic Volatility and Jump-Diffusion Dynamics

    A Numerical Approach to Pricing Exchange Options under Stochastic Volatility and Jump-Diffusion Dynamics by Len Patrick Dominic M Garces, Cheang, Gerald H L

    Published in arXiv.org
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  10. 10
    Representation of Exchange Option Prices under Stochastic Volatility Jump-Diffusion Dynamics

    Representation of Exchange Option Prices under Stochastic Volatility Jump-Diffusion Dynamics by Cheang, Gerald H L, Len Patrick Dominic M Garces

    Published in arXiv.org
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  11. 11
    APPROXIMATE HEDGING OF OPTIONS UNDER JUMP-DIFFUSION PROCESSES

    APPROXIMATE HEDGING OF OPTIONS UNDER JUMP-DIFFUSION PROCESSES by MINA, KARL FRIEDRICH, CHEANG, GERALD H. L., CHIARELLA, CARL

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  12. 12
    A Put-Call Transformation of the Exchange Option Problem under Stochastic Volatility and Jump Diffusion Dynamics

    A Put-Call Transformation of the Exchange Option Problem under Stochastic Volatility and Jump Diffusion Dynamics by Len Patrick Dominic M Garces, Cheang, Gerald H L

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