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1
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
Statistical models and methods for financial markets
Lai, Tze Leung
;
Xing, Haipeng
-
2010
Persistent link: https://www.econbiz.de/10008840010
Saved in:
3
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:
4
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:
5
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
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6
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
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7
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:
8
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:
9
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
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10
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
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