Search Results - Siow, Woon Jeng

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  1. 1
    Approximation Formula for Option Prices under Rough Heston Model and Short-Time Implied Volatility Behavior

    Approximation Formula for Option Prices under Rough Heston Model and Short-Time Implied Volatility Behavior by Jeng, Siow Woon, Kilicman, Adem

    Published in Symmetry (Basel)
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  2. 2
    Series Expansion and Fourth-Order Global Padé Approximation for a Rough Heston Solution

    Series Expansion and Fourth-Order Global Padé Approximation for a Rough Heston Solution by Jeng, Siow Woon, Kilicman, Adem

    Published in Mathematics (Basel)
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  3. 3
    On Multilevel and Control Variate Monte Carlo Methods for Option Pricing under the Rough Heston Model

    On Multilevel and Control Variate Monte Carlo Methods for Option Pricing under the Rough Heston Model by Jeng, Siow Woon, Kiliçman, Adem

    Published in Mathematics (Basel)
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  4. 4
    SPX Calibration of Option Approximations under Rough Heston Model

    SPX Calibration of Option Approximations under Rough Heston Model by Jeng, Siow Woon, Kiliçman, Adem

    Published in Mathematics (Basel)
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  5. 5
    Portfolio optimization using genetic algorithm and harmony search algorithm with varying operators and parameter values

    Portfolio optimization using genetic algorithm and harmony search algorithm with varying operators and parameter values by Lai, Kee Huong, Siow, Woon Jeng, Kaw, Ahmad Aniq bin Mohd Nooramin, Ong, Pauline, Zainuddin, Zarita

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