Similar Search Results

Exercise regions and efficient valuation of American lookback options

Lai, Tze Leung; Lim, Tiong Wee - In: Mathematical finance : an international journal of … 14 (2004) 2, pp. 249-269

Persistent link: https://www.econbiz.de/10002032697

Pricing and hedging of American knock-in options

AitSahlia, Farid; Imhof, Lorens; Lai, Tze Leung - In: The journal of derivatives : the official publication … 11 (2003) 3, pp. 44-50

Persistent link: https://www.econbiz.de/10002007127

Statistical models and methods for financial markets

Lai, Tze Leung; Xing, Haipeng - 2010

Persistent link: https://www.econbiz.de/10008840010

Sequential importance sampling and resampling for dynamic portfolio credit risk

Deng, Shaojie; Giesecke, Kay; Lai, Tze Leung - In: Operations research 60 (2012) 1, pp. 78-91

Persistent link: https://www.econbiz.de/10009532668

Quantitative Trading : Algorithms, Analytics, Data, Models, Optimization

Guo, Xin - 2017

Cover -- Half Title -- Title Page -- Copyright Page -- Dedication -- Contents -- Preface -- List of Figures -- List of Tables -- 1 Introduction -- 1.1 Evolution of trading infrastructure -- 1.2 Quantitative strategies and time-scales -- 1.3 Statistical arbitrage and debates about EMH -- 1.4...

Persistent link: https://www.econbiz.de/10011885327

Empirically testable sources and implications of clumpiness

Zhang, Yao; Bradlow, Eric T.; Small, Dylan S. - In: Marketing science 34 (2015) 2, pp. 215-217

Persistent link: https://www.econbiz.de/10010515905

A canonical optimal stopping problem for American options and its numerical solution

AitSahlia, Farid; Lai, Tze Leung - In: The journal of computational finance 3 (1999/2000) 2, pp. 33-52

Persistent link: https://www.econbiz.de/10001517419

Incomplete learning from endogenous data in dynamic allocation

Brezzi, Monica; Lai, Tze Leung - In: Econometrica : journal of the Econometric Society, an … 68 (2000) 6, pp. 1511-1516

Persistent link: https://www.econbiz.de/10001527518

Random walk duality and the valuation of discrete lookback options

Aitsahlia, Farid; Lai, Tze Leung - In: Applied mathematical finance 5 (1998) 3/4, pp. 227-240

Persistent link: https://www.econbiz.de/10001446815

Optimal learning and experimentation in bandit problems

Brezzi, Monica; Lai, Tze Leung - In: Journal of economic dynamics & control 27 (2002) 1, pp. 87-108

Persistent link: https://www.econbiz.de/10001703370