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ECONIS (ZBW)
26
RePEc
6
Other ZBW resources
4
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1
Pricing derivatives with counterparty risk and collateralization : a fixed point approach
Kim, Jinbeom
;
Leung, Tim
- In:
European journal of operational research : EJOR
249
(
2016
)
2
,
pp. 525-539
Persistent link: https://www.econbiz.de/10011436733
Saved in:
2
Financial time series analysis and forecasting with Hilbert–Huang transform feature generation and machine learning
Leung, Tim
;
Zhao, Theodore
- In:
Applied Stochastic Models in Business and Industry
37
(
2021
)
6
,
pp. 993-1016
Persistent link: https://www.econbiz.de/10012534921
Saved in:
3
Robust long-term growth rate of expected utility for leveraged ETFs
Leung, Tim
;
Park, Hyungbin
;
Yeo, Heejun
- In:
Mathematics and financial economics
18
(
2024
)
4
,
pp. 671-705
Persistent link: https://www.econbiz.de/10015189218
Saved in:
4
An optimal multiple stopping approach to infrastructure investment decisions
Dahlgren, Eric
;
Leung, Tim
- In:
Journal of economic dynamics & control
53
(
2015
),
pp. 251-267
Persistent link: https://www.econbiz.de/10011526952
Saved in:
5
Optimal dynamic pairs trading of futures under a two-factor mean-reverting model
Leung, Tim
;
Yan, Raphael
- In:
International journal of financial engineering
5
(
2018
)
3
,
pp. 1-23
Persistent link: https://www.econbiz.de/10011923058
Saved in:
6
Leveraged ETF implied volatilities from ETF dynamics
Leung, Tim
;
Lorig, Matthew
;
Pascucci, Andrea
- In:
Mathematical finance : an international journal of …
27
(
2017
)
4
,
pp. 1035-1068
Persistent link: https://www.econbiz.de/10011765018
Saved in:
7
Timing options for a startup with early termination and competition risks
Leung, Tim
;
Li, Zongxi
- In:
Risk and decision analysis
6
(
2017
)
2
,
pp. 151-166
Persistent link: https://www.econbiz.de/10011743829
Saved in:
8
Optimal execution of limit and market orders with trade director, speed limiter, and fill uncertainty
Bulthuis, Brian
;
Concha, Julio
;
Leung, Tim
;
Ward, Brian
- In:
International journal of financial engineering
4
(
2017
)
2/3
,
pp. 1-29
Persistent link: https://www.econbiz.de/10011777847
Saved in:
9
Speculative futures trading under mean reversion
Leung, Tim
;
Li, Jiao
;
Li, Xin
;
Wang, Zheng
- In:
Asia-Pacific financial markets
23
(
2016
)
4
,
pp. 281-304
Persistent link: https://www.econbiz.de/10011619949
Saved in:
10
Long-term growth rate of expected utility for leveraged ETFs : martingale extraction approach
Leung, Tim
;
Park, Hyungbin
- In:
International journal of theoretical and applied finance
20
(
2017
)
6
,
pp. 1-33
Persistent link: https://www.econbiz.de/10011734273
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