Publication Search Results
Exact matches for:
- Author = Ting SHM
1.
Ting SHM, Ewald CO
Sai Hung Marten Ting and Christian-Oliver Ewald:
Asymptotic Solutions for Australian Options with Low Volatility,
Applied Mathematical Finance,
21
(2014),
no. 6,
595–613.
2.
Ting SHM, Ewald CO
S H M Ting, C-O Ewald:
On the performance of asymptotic locally risk minimising hedges in the Heston stochastic volatility model,
Quantitative Finance,
13
(2013),
no. 6,
939–954.
3.
Ting SHM, Ewald CO, Wang WK
Sai Hung Marten Ting, Christian-Oliver Ewald, Wen-Kai Wang:
On the investment--uncertainty relationship in a real option model with stochastic volatility,
Mathematical Social Sciences,
66
(2013),
no. 1,
22–32.
4.
Ewald CO, Menkens O, Ting SHM
Christian-Oliver Ewald, Olaf Menkens, Sai Hung Marten Ting:
Asian and Australian options: A common perspective,
Journal of Economic Dynamics and Control,
37
(2013),
no. 5,
1001–1018.
5.
Ting SHM, Ewald CO
Sai Hung Marten Ting & Christian-Oliver Ewald:
On the performance of asymptotic locally risk minimising hedges in the Heston stochastic volatility model,
Quantitative Finance,
2012
(2012),
no. iFirst,
1–16.
| Number of matches: 5 |