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An optimal timing approach to option portfolio risk management
Leung, Tim; Liu, Peng - In: Advances in financial risk management : corporates, …, (pp. 391-404). 2013
Persistent link: https://www.econbiz.de/10010213038
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The golden target : analyzing the tracking performance of leveraged gold ETFs
Leung, Tim - In: Studies in economics and finance 32 (2015) 3, pp. 278-297
Persistent link: https://www.econbiz.de/10011380901
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Accounting for risk aversion, vesting, job termination risk and multiple exercises in valuation of employee stock options
Leung, Tim; Sircar, Kaushik Ronnie - In: Mathematical finance : an international journal of … 19 (2009) 1, pp. 99-128
Persistent link: https://www.econbiz.de/10003818394
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Optimal starting-stopping and switching of a CIR process with fixed costs
Leung, Tim; Li, Xin; Wang, Zheng - In: Risk and decision analysis 5 (2014) 2/3, pp. 149-161
Persistent link: https://www.econbiz.de/10011285058
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Optimal derivative liquidation timing under path-dependent risk penalties
Leung, Tim; Shirai, Yoshihiro - In: Journal of financial engineering 2 (2015) 1, pp. 1-32
Persistent link: https://www.econbiz.de/10010528389
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Accounting for risk aversion in derivatives purchase timing
Leung, Tim; Ludkovski, Mike - In: Mathematics and financial economics 6 (2012) 4, pp. 363-386
Persistent link: https://www.econbiz.de/10009623554
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Stochastic modeling and fair valuation of drawdown insurance
Zhang, Hongzhong; Leung, Tim; Hadjiliadis, Olympia - In: Insurance / Mathematics & economics 53 (2013) 3, pp. 840-850
Persistent link: https://www.econbiz.de/10010227813
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Pricing derivatives with counterparty risk and collateralization : a fixed point approach
Kim, Jinbeom; Leung, Tim - In: European journal of operational research : EJOR 249 (2016) 2, pp. 525-539
Persistent link: https://www.econbiz.de/10011436733
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An optimal multiple stopping approach to infrastructure investment decisions
Dahlgren, Eric; Leung, Tim - In: Journal of economic dynamics & control 53 (2015), pp. 251-267
Persistent link: https://www.econbiz.de/10011526952
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Impact of risk aversion and belief heterogeneity on trading of defaultable claims
Kim, Jinbeom; Leung, Tim - In: Optimization models with economic and game theoretic …, (pp. 117-146). 2016
Persistent link: https://www.econbiz.de/10011533434