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Lai, Tze Leung
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ECONIS (ZBW)
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51
NOTES AND COMMENTS: - 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/10006777421
Saved in:
52
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
Saved in:
53
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
Saved in:
54
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
Saved in:
55
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
Saved in:
56
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
Saved in:
57
Flexible Modeling via a Hybrid Estimation Scheme in Generalized Mixed Models for Longitudinal Data
Lai, Tze Leung
;
Shih, Mei-Chiung
;
Wong, Samuel Po-Shing
- In:
Biometrics
62
(
2006
)
1
,
pp. 159-167
Persistent link: https://www.econbiz.de/10010946536
Saved in:
58
Incorporating Individual and Collective Ethics into Phase I Cancer Trial Designs
Bartroff, Jay
;
Lai, Tze Leung
- In:
Biometrics
67
(
2011
)
2
,
pp. 596-603
Persistent link: https://www.econbiz.de/10010947666
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59
One-Sided Tests in Clinical Trials with Multiple Endpoints
Bloch, Daniel A.
;
Lai, Tze Leung
;
Tubert-Bitter, Pascale
- In:
Biometrics
57
(
2001
)
4
,
pp. 1039-1047
Persistent link: https://www.econbiz.de/10010947943
Saved in:
60
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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