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Option pricing theory
9
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4
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Lai, Tze Leung
49
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9
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5
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4
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4
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3
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2
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Journal of Multivariate Analysis
7
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5
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4
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3
The journal of computational finance
3
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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RePEc
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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/10003908249
Saved in:
2
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
Saved in:
3
State price density estimation and nonparametric pricing of basket options
Kuang, Yuming
;
Lai, Tze Leung
- In:
Journal of mathematical finance
5
(
2015
)
5
,
pp. 448-456
Persistent link: https://www.econbiz.de/10011440200
Saved in:
4
Quantitative trading : algorithms, analytics, data, models, optimization
Guo, Xin
;
Lai, Tze Leung
;
Shek, Howard
;
Wong, Samuel Po …
-
2017
Persistent link: https://www.econbiz.de/10011543438
Saved in:
5
Structural change as an alternative to long memory in financial time series
Lai, Tze Leung
;
Xing, Haipeng
-
2006
Persistent link: https://www.econbiz.de/10003350090
Saved in:
6
Fast and accurate valuation of American barrier options
AitSahlia, Farid
;
Imhof, Lorens
;
Lai, Tze Leung
- In:
The journal of computational finance
7
(
2003
)
1
,
pp. 129-145
Persistent link: https://www.econbiz.de/10001805467
Saved in:
7
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
Saved in:
8
Spatial economics in the era of one belt one road and counter-globalization
Lai, Tze Leung
;
Tang, Jiqiang
;
Yin, Hao
- In:
Modern economy
9
(
2018
)
1
,
pp. 61-66
Persistent link: https://www.econbiz.de/10011843624
Saved in:
9
Beyond the blockchain announcement : signaling credibility and market reaction
Chen, Ka-Hin
;
Lai, Tze Leung
;
Liu, Qingfu
;
Wang, Chuanjie
- In:
International review of financial analysis
82
(
2022
),
pp. 1-11
Persistent link: https://www.econbiz.de/10013431324
Saved in:
10
Statistical models and methods for financial markets
Lai, Tze Leung
;
Xing, Haipeng
-
2010
Persistent link: https://www.econbiz.de/10008840010
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