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Dynamic index tracking and risk exposure control using derivatives
Leung, Tim
;
Ward, Brian
- In:
Applied mathematical finance
25
(
2018
)
1/2
,
pp. 180-212
Persistent link: https://www.econbiz.de/10011959128
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Implied volatility of leveraged ETF options
Leung, Tim
;
Sircar, Kaushik Ronnie
- In:
Applied mathematical finance
22
(
2015
)
1/2
,
pp. 162-188
Persistent link: https://www.econbiz.de/10010505139
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3
Monte Carlo simulation for trading under a Lévy-driven mean-reverting framework
Leung, Tim
;
Lu, Kevin W.
- In:
Applied mathematical finance
30
(
2023
)
4
,
pp. 207-230
Persistent link: https://www.econbiz.de/10015051244
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