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Option hedging theory under transaction costs
Lai, Tze Leung; Lim, Tiong Wee - In: Journal of economic dynamics & control 33 (2009) 12, pp. 1945-1961
Persistent link: https://www.econbiz.de/10008317158
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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. 249-270
Persistent link: https://www.econbiz.de/10008214817
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Option hedging theory under transaction costs
Lai, Tze Leung; Lim, Tiong Wee - In: Journal of economic dynamics & control 33 (2009) 12, pp. 1945-1962
Persistent link: https://www.econbiz.de/10008895075
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Pricing and Hedging of American Knock-In Options
AitSahlia, Farid; Imhof, Lorens; Lai, Tze Leung - In: The journal of derivatives : the official publication … 11 (2004) 3, pp. 44-50
Persistent link: https://www.econbiz.de/10005928610
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Theory and Methods - Stochastic Neural Networks With Applications to Nonlinear Time Series
Lai, Tze Leung; Wong, Samuel Po-Shing - In: Journal of the American Statistical Association : JASA 96 (2001) 455, pp. 968-981
Persistent link: https://www.econbiz.de/10006618362
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Nonparametric Estimation and Regression Analysis With Left-Truncated and Right-Censored Data
Gross, Shilamith T.; Lai, Tze Leung - In: Journal of the American Statistical Association : JASA 91 (1996) 435, pp. 1166-1180
Persistent link: https://www.econbiz.de/10006633127
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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/10008218751
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Approximate Policy Optimization and Adaptive Control in Regression Models
Han, Jiarui; Lai, Tze Leung; Spivakovsky, Viktor - In: Computational economics 27 (2006) 4, pp. 433-452
Persistent link: https://www.econbiz.de/10007267718
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Optimal learning and experimentation in bandit problems
Brezzi, Monica; Lai, Tze Leung - In: Journal of economic dynamics & control 27 (2003) 1, pp. 87-108
Persistent link: https://www.econbiz.de/10006764616
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Sequential Importance Sampling and Resampling for Dynamic Portfolio Credit Risk
Deng, Shaojie; Giesecke, Kay; Lai, Tze Leung - In: Operations research : the journal of the Operations … 60 (2012) 1, pp. 78-92
Persistent link: https://www.econbiz.de/10009845460