Representation of exchange option prices under stochastic volatility jump-diffusion dynamics von Cheang, Gerald H. L., Garces, Len Patrick Dominic M.

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Perpetual Exchange Options under Jump-Diffusion Dynamics von Cheang, Gerald H. L., Lian, Guanghua

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Exchange Options Under Jump-Diffusion Dynamics von Cheang, Gerald H. L., Chiarella, Carl

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A numerical approach to pricing exchange options under stochastic volatility and jump-diffusion dynamics von Garces, Len Patrick Dominic M., Cheang, Gerald H. L.

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Correction: Exchange Option under Jump-diffusion Dynamics von Caldana, Ruggero, Cheang, Gerald H. L., Chiarella, Carl, Fusai, Gianluca

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The representation of American options prices under stochastic volatility and jump-diffusion dynamics von Cheang, Gerald H. L., Chiarella, Carl, Ziogas, Andrew

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APPROXIMATE HEDGING OF OPTIONS UNDER JUMP-DIFFUSION PROCESSES von Mina, Karl Friedrich, Cheang, Gerald H, Chiarella, Carl

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On the Insignificant Cross-Sectional Risk-Return Relationship von Cheang, Gerald H. L., Kang, Joseph C. S., Li, Michael Z. F.

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Representation of exchange option prices under stochastic volatility jump-diffusion dynamics (January, 10.1080/14697688.2019.1655785, 2019) von Cheang, Gerald H. L., Garces, Len Patrick Dominic M.

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Approximation with neural networks activated by ramp sigmoids von Cheang, Gerald H.L.

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A Numerical Approach to Pricing Exchange Options under Stochastic Volatility and Jump-Diffusion Dynamics von Len Patrick Dominic M Garces, Cheang, Gerald H L

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Representation of Exchange Option Prices under Stochastic Volatility Jump-Diffusion Dynamics von Cheang, Gerald H L, Len Patrick Dominic M Garces

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APPROXIMATE HEDGING OF OPTIONS UNDER JUMP-DIFFUSION PROCESSES von MINA, KARL FRIEDRICH, CHEANG, GERALD H. L., CHIARELLA, CARL

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A Put-Call Transformation of the Exchange Option Problem under Stochastic Volatility and Jump Diffusion Dynamics von Garces, Len Patrick Dominic M, Cheang, Gerald H. L

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A Put-Call Transformation of the Exchange Option Problem under Stochastic Volatility and Jump Diffusion Dynamics von Len Patrick Dominic M Garces, Cheang, Gerald H L

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