Search Results - Cheang, Gerald H.L.

  • Showing 1 - 9 results of 9
Refine Results
  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
    Get full text
    Items that this one cites
    Items that cite this one
    Article
    Save to List
    Saved in:
  2. 2
    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
    Get full text
    Items that this one cites
    Items that cite this one
    Article
    Save to List
    Saved in:
  3. 3
    Approximation with neural networks activated by ramp sigmoids

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

    Get full text
    Items that this one cites
    Items that cite this one
    Article
    Save to List
    Saved in:
  4. 4
    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

    Get full text
    Items that this one cites
    Items that cite this one
    Article
    Save to List
    Saved in:
  5. 5
    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
    Get full text
    Items that this one cites
    Items that cite this one
    Article
    Save to List
    Saved in:
  6. 6
    Perpetual Exchange Options under Jump-Diffusion Dynamics

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

    Get full text
    Items that this one cites
    Items that cite this one
    Article
    Save to List
    Saved in:
  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. L., CHIARELLA, CARL

    Get full text
    Items that this one cites
    Items that cite this one
    Article
    Save to List
    Saved in:
  8. 8
    Exchange Options Under Jump-Diffusion Dynamics

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

    Get full text
    Items that this one cites
    Items that cite this one
    Article
    Save to List
    Saved in:
  9. 9
    A Better Approximation for Balls

    A Better Approximation for Balls by Cheang, Gerald H.L., Barron, Andrew R.

    Get full text
    Items that this one cites
    Items that cite this one
    Article
    Save to List
    Saved in:

Search Tools: