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~isPartOf:"Annals of finance"
~isPartOf:"Econometric Institute research papers"
~person:"Chan, Leunglung"
~type_genre:"Aufsatz in Zeitschrift"
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Markov chain
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Option pricing theory
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Option trading
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Chan, Leunglung
Viens, Frederi G.
6
Elliott, Robert J.
4
Leung, Tim
3
SenGupta, Indranil
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Angoshtari, Bahman
2
Chronopoulou, Alexandra
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Siu, Tak Kuen
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Annals of finance
Econometric Institute research papers
IMA journal of management mathematics
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Journal of risk and financial management : JRFM
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Mathematics and financial economics
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ECONIS (ZBW)
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Saddlepoint approximations to option price in a regime-switching model
Zhang, Mengzhe
;
Chan, Leunglung
- In:
Annals of finance
12
(
2016
)
1
,
pp. 55-69
Persistent link: https://www.econbiz.de/10011555421
Saved in:
2
A PDE approach for risk measures for derivatives with regime switching
Elliott, Robert J.
;
Siu, Tak Kuen
;
Chan, Leunglung
- In:
Annals of finance
4
(
2008
)
1
,
pp. 55-74
Persistent link: https://www.econbiz.de/10003589415
Saved in:
3
Option pricing and Esscher transform under regime switching
Elliott, Robert J.
;
Chan, Leunglung
;
Siu, Tak Kuen
- In:
Annals of finance
1
(
2005
)
4
,
pp. 423-432
Persistent link: https://www.econbiz.de/10003090579
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